摘要
文章首先分析了组合证券投资的收益率和风险。根据组合证券投资的亏本概率上界最小的原则 ,建立了单位收益率风险最小的组合证券投资决策模型 。
In this paper the return and risk of portfolio are analyzed. On principle of minimizing the upper limit of loss probability, we present the decision model of portfolio with minimizing risk to return ratio. It is proved that the model is effective.
出处
《运筹与管理》
CSCD
2000年第1期43-47,共5页
Operations Research and Management Science
基金
国家杰出青年科学基础资助项目!( 7972 50 0 2)
