资产净持有可控的证券组合投资决策模型研究  

A Study of Investment Decision Models of Controllable Composed Stock for the Owner of Net Assets

作　　者：姚新颉[1] 应建君[2] 

机构地区：[1]浙江树人大学,浙江杭州310015 [2]浙江财经学院,浙江杭州310012

出　　处：《浙江教育学院学报》2002年第3期43-47,共5页Journal of ZHEJIANG Education Institute

摘　　要：以单因素和多因素模型及CAPM和APT理论为基础,分别提出了资产净持有可控的单因素和多因素证券组合投资决策模型,通过最小风险的分析,又提出了更简单的模型。On the basis of one - factor and multi - factor models as well as the theory of CAPM and APT, presented in thispaper is investment decision models of controllable composed stock for the owner of net assets. By analysing the minimum risksimpler models are proposed here too.

关 键 词：证券组合 投资决策 单因素模型 多因素模型 CAPM APT 系统风险 非系统风险 非因素风险 

分 类 号：F830.91[经济管理—金融学] F830.59