摘要
首先介绍了分散化投资降低组合非系统风险的有关理论,在此基础上,利用上证50指数中的36只股票近三年的月收益率数据对沪市股票投资组合规模与风险分散的关系进行了实证分析,并对股票投资组合适度规模的确定问题进行了讨论.
At first, the relevant theory of diversifying investment risk through portfolio is introduced. Based on this, we make an empirical analysis on the relationship between the size of portfolio and the investment risk by using the 36 stocks＇ data selected from Shanghai 50 Index, meanwhile we also discussed the determination of the proper size of portfolio of stock investment.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2005年第10期21-28,共8页
Systems Engineering-Theory & Practice
关键词
证券投资
投资组合规模
风险分散
实证分析
security investment
size of portfolio
risk divers!fication
empirical analysis
