摘要
本文利用投资组合理论 ,给出了在一定的期望收益率条件下 ,使投资风险达到最小值的数学模型。讨论了现代投资组合理论的核心问题收益率和风险 ,提出了用时间序列的“局部积分均值”模型估计预期收益率和风险。
This paper gives a mathematical model to make the investment risk be minimum under the condition of a certain expected earning rate by means of portfolio theory, discusses the key problems-earning rate and risk, and puts forward their estimated value by using “partially integral mean value” model in time series
出处
《沈阳航空工业学院学报》
2001年第2期81-83,共3页
Journal of Shenyang Institute of Aeronautical Engineering
