基于风险计量指标的投资组合模型及风险控制策略  

Portfolio Model and Risk Control Strategies Based on Risk Measurement Index

作　　者：马晓梅[1] 胡华[1] 

机构地区：[1]宁夏大学数学计算机学院,宁夏银川750021

出　　处：《通化师范学院学报》2014年第8期21-23,27,共4页Journal of Tonghua Normal University

基　　金：国家自然科学基金项目(11361044)

摘　　要：投资基金的一个重要作用就是通过投资组合分散风险,这也是投资基金备受投资者欢迎的重要原因所在.因此,投资基金管理公司在进行基金资产运作时,应该对投资组合的理论、方法及实际操作进行详尽的分析和研究,有效地发挥投资组合的效率,减小投资风险.本文将通过基于风险计量指标的投资组合来建立数学模型,并提出投资风险控制的策略.One of the most important role of investment fund is to spread risk by investing in a portfolio, this is also the important reason of the investment fund investors are welcome. Therefore, the investment fund man agement companies in the fund~ assets operation, should carry on the detailed analysis and research to the portfolio theory, method and practice, effective using the portfolio efficiency, reducing the investment risk. This paper will be based on the portfolio of risk measurement index to build the mathematical mod- el, the investment risk control strategies will be put forward.

关 键 词：投资组合 风险计量指标 模型 控制 

分 类 号：O211.6[理学—概率论与数理统计] F224.7[理学—数学]