| 投资组合理论在期货投资中的应用 |
| |
| 引用本文： | 柳英攀,王玉婧.投资组合理论在期货投资中的应用[J].大连大学学报,2008,29(4):115-119. |
| |
| 作者姓名： | 柳英攀 王玉婧 |
| |
| 作者单位： | 1. 格林威治大学,金融会计系,英国,伦敦,SE10 9LS
2. 大连大学,信息工程学院,辽宁,大连,116622 |
| |
| 摘 要： | 期货作为金融市场的一个重要组成部分，已经成为机构投资者构建投资组合时一个不可或缺的组成部分。根据投资组合理论，并使用概率统计的方法和规划求解的方法，投资者可以为投资组合选择投资品种，构建数学模型，求解资金配置方案，进行绩效评估，从而做出投资决策，但同时也应该认识到投资组合理论在期货投资实践中所具有的局限性。
|
| 关 键 词： | 机构投资者 期货投资组合 概率统计 规划求解 |
The Application of Portfolio Theory in Futures Investment |
| |
| LIU Ying-pan,WANG Yu-jing.The Application of Portfolio Theory in Futures Investment[J].Journal of Dalian University,2008,29(4):115-119. |
| |
| Authors: | LIU Ying-pan WANG Yu-jing |
| |
| Institution: | LIU Ying- pan, WANG Yu -jing (1. Department of Finance and Accounancy, University of Greenwich, London, SE10 9LS , UK ;2. Department of Information Engineering College, Unversity of Dalian, Dalian 116622,China ) |
| |
| Abstract: | As an important part of the financial world,futures is a truly consideration of institutional investors setting up their portfolios.Based on the modern portfolio theory,and using statistics and probability method,and solution method,investors can choose investment instruments,construct mathematic models,distribute cash resources,valuate portfolio's performance,and then make a final investment decision.Meanwhile,investors should understand the limitations of the portfolio theory in the futures investment practice. |
| |
| Keywords: | institutional investor portfolio of futures statistic and probability solver method |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
