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本文在马柯维茨资本组合理论的基础上,建立了期望概率模型,意在提供一种帮助投资者寻找符合自身风险收益偏好的投资策略的方法。考虑的投资者类型为激进投资者,即在所能承受的风险范围内,希望尽可能提高获得不小于目标收益的投资者。引入了保底收益率概率和边际概率风险来度量投资者的风险承受能力。建立期望概率模型,并对一个案例进行具体计算,得到如何选择相关投资策略的结论。
Based on Markowitz’s portfolio theory, this paper establishes a model of expectation probability, which aims to provide a way to help investors find investment strategies that suit their own risk-return preferences. The type of investor considered is a radical investor, that is, within the scope of the risk that he can afford, he hopes to maximize the gain for investors who earn not less than the target return. The probability of under-return and marginal probability of risk are introduced to measure the risk appetite of investors. Establish the expected probability model, and make a concrete calculation of a case, get the conclusion of how to choose the relevant investment strategy.