标题:
金融证券组合模型理论分析
Theoretical Analysis of Financial Portfolio Model
作者:
王鑫罡, 岳上植
关键字:
证券组合, CAPM, 收益与风险
Portfolio; CAPM; Benefits and Risks
期刊名称:
《Service Science and Management》, Vol.2 No.3B, 2013-11-25
摘要:
介绍马科维兹1952年提出的证券组合选择模型,以及后续研究者对此模型所做的不断改进;然后介绍证券市场中较为经典的一个定价模型CAPM;和讨论现代证券组合理论研究中的难点;收益和风险的预测问题。This article introduces portfolio selection model proposed by
Markowitz in 1952, as well as research of model promoted continually by
subsequent researchers, and then introduces a more classic pricing model CAPM
in stock market, and discusses difficulties in the study of modern portfolio theory,
and forecasting problems of benefits and risks.