本文介绍了现代证券组合理论中几个主要的数学模型,并分析了组合收益中的风险构成及风险收益决策。
Several mathematical models in modern portfolio has been introduced in this essay and the risk components in portfolio income constitution have been analyzed.
具体表现为运用线性完备变换方法,以贷款组合风险最小为目标函数,以贷款组合期望收益率为约束条件建立模型。
It represent in the model setup with the linear complete transfer and the minimum risk of loans portfolio as the target function and the constraint of earning yield risk value.
期权定价模型作为一种衡量风险和收益的工具在并购评估中有很好的应用前景。
The optional pricing model, as a tool of measuring risk and return, has a bright prospect when being used in such an evaluation.
应用推荐