摘要
对证券投资风险度量方法进行总结 ,指出风险的本质 ,提出证券投资风险度量的一种新方法——熵度量法 ,在此基础上研究并提出一种新的投资组合模型 ,然后考虑交易费用和多目标投资决策的情况 。
This paper summarizes the methods of measuring the security investment risks firstly and comes up with the risk nature, then the article proposes a new way to measure the security investment risk entropy measuring method in an attempt to investigate and put forward a new model of portfolio and afterwards considers the dealing expenses and the multi goal investment decision making. Finally, a case study on its application was given.
出处
《系统工程》
CSCD
北大核心
2004年第3期88-91,共4页
Systems Engineering
基金
国家重大科技攻关项目 (2 0 0 1 BA2 0 6 A- 4 - 5 )
