| 我国证券市场中基金组合风险与组合规模关系的实证分析 |
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| 引用本文： | 普继平,马永开.我国证券市场中基金组合风险与组合规模关系的实证分析[J].电子科技大学学报(社会科学版),2005,7(4):19-22. |
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| 作者姓名： | 普继平 马永开 |
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| 作者单位： | 电子科技大学,成都,610054 |
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| 摘 要： | 本文根据组合证券投资理论论述了基金组合投资的原理,使用随机简单等权模型对基金样本进行组合,实证分析了基金组合投资的风险随组合投资规模变化的规律,并指出了对我国基金进行组合投资的合适规模.
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| 关 键 词： | 基金 组合投资 风险 组合规模 |
| 文章编号： | 1008-8105(2005)04-0019-04 |
| 修稿时间： | 2005年5月25日 |
Practical Case Analysis of the Relationship between Fund Investment Principle and Pontfolio Ivestment in Our Stock Market |
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| PU Ji-ping,MA Yong-kai.Practical Case Analysis of the Relationship between Fund Investment Principle and Pontfolio Ivestment in Our Stock Market[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),2005,7(4):19-22. |
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| Authors: | PU Ji-ping MA Yong-kai |
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| Institution: | UEST of China Chengdu 610054 China |
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| Abstract: | Based on MPT,the author analyses a fund investment principle,uses equal proportion model on random samples to make a fund-portfolio,demonstrates the rules that fund-portfolio investment risk changes along with the investment size and suggests a rational size for fund-portfolio investment. |
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| Keywords: | funds portfolio risk portfolio size |
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