金融资产组合与资产特质异化研究

独立的金融资产作为投资工具,均有着较为明显的个性化特征,具体表现为其收益与风险的度量与市场环境主要因素之间匹配着比较确定的函数关系。这种特征如果具备持续稳定和重复性,将升华成为评价该项资产成熟度的特质。如何利用每一资产的这种特质,并根据不同资产之间的相关性,采用金融工程的方法,组合出全新的近似于理想化的投资工具,这是金融界共同关注的前沿性问题。

Financial Engineering and Financial Capital Particularity Dissimilation Research

Independent financial capital as investing tool contains obvious personalized feature,it behaves that its benefit and risk measurement matching the key element of the market environment shows the relation of function.If this kind of feature has the continuous stability and repeatability,it will sublimate to be the particu- larity of evaluating the maturity of the capital.How to utilize the particularity of every capital,and to take the method of financial engineering according the pertinence of different capital,in order to form a completely new investing tool which is near the idealization.This course and method is called the particularity dissimilation of financial capital.