| 摘要: |
| 基于当前价格和风险收益的证券组合策略不仅考虑基于当前价格的风险,而且考虑风险与收益的关系。这一策略通过使风险收益尽可能大来解出证券组合比例,并证明所求的证券组合比例具有较好的性质,改善了传统的证券组合策略的效果。该策略还为判断当前价格是适合买入还是适合卖出提供理论基础。 |
| 关键词: 当前价格 证券组合投资 证券组合比例 风险收益 |
| DOI： |
| 投稿时间：2008-02-24 |
| 基金项目: |
|
| Portfolio Investment Strategy Based on Profits at Risk of Present Price |
|
Lin Xiaogui
|
| (Dept. of Management Eng., Guangxi Institute of Tech., Liuzhou, 545006) |
| Abstract: |
| The portfolio investment strategy based on the present price and profits at risk considered not only the risks based on the present price,but also the relation between risk and profit. It obtained the ratios of portfolio by maximizing the profits at risk. The ratios of portfolio obtained have good qualities. The effect of traditional portfolio strategy is improved. This strategy could give some ideas for buying and selling at the present price. |
| Key words: present price portfolio investment portfolio ratio profits at risk |
