投资组合风险的均值方差分析  

The Average Investment Portfolio Risk Analysis of Variance

作　　者：黄亮亮[1] 王勇[1] 

机构地区：[1]上海电力学院电力与自动化工程学院,上海200090

出　　处：《上海电力学院学报》2012年第3期287-290,297,共5页Journal of Shanghai University of Electric Power

基　　金：上海市教育委员会创新基金(11YZ192)

摘　　要：综述了现代投资组合理论,总结了在保证投资收益的基础上能有效降低投资组合风险的数学方法,验证了投资组合理论的正确性,并指出了均值方差分析方法在实际运用中的局限性.Modem portfolio theory is summarized, which holds that the combination of different risky assets after the investment income on the basis of guarantee can reduce the risk of the portfolio. This article proves the correctness of the portfolio theory. The theory of portfolio size, rate of return, variance and covariance of the relationship are discussed.

关 键 词：投资价值 投机价值 风险率 市盈率 收益率 协方差 

分 类 号：F830.91[经济管理—金融学] O212.1[理学—概率论与数理统计]