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应用现代金融组合投资理论的E—Sh风险度量方法 ,考虑在限量资本情况下进行实物组合投资 ,得出在给定未来期望收益情况下的最小风险投资组合选择模型 ,并给出了应用实例。模型在实际投资中具有较强的可操作性和实用性。
Applying the E-Sh risk measurement method of modern financial portfolio investment theory, we consider the portfolio investment in the case of limited capital to get the minimum risk portfolio selection model given the expected return in the future, and give the application examples. The model has strong operability and practicality in actual investment.