一、问题的提出在我国深化市场经济体制改革的进程中,短短几年,便在祖国大地出现了一个初具规模的新兴资本市场,掀起了一股又一股的投资热潮.市场也向投资者提供了很多种资产(如股票,证券……)供选择、投资.现市场上有n种资产S_i供投资者选择,某公司有数额为M的一笔相当大的资金可用作一个时期的投资.公司财务分析人员对这n种资产进行了评估,估算出在这一时期内购买S_i的平均收益率为r_i,并预测出购买S_i的风险损失率为q_i.考虑到投资越分散,总的风险越小,公司确定,当用这笔资金购买若干种资产时,总体风险可用所投资的S_i中最大的一个风险来度量. I. PROBLEM PROPOSAL In the course of deepening the reform of the market economy in our country, in a few short years, an emerging capital market that has taken shape has emerged in the motherland, setting off one after another investment boom, Investors provide a wide range of assets (stocks, securities, ...) for selection and investment There are n types of assets on the market for investors to choose from, and a company has a considerable amount of money available for M as a Period of financial investment company financial analysts conducted an assessment of these n kinds of assets, estimated during this period the average return rate of purchase S_i r_i, and predict the risk of loss of purchase S_i rate q_i. Taking into account the more dispersed investment , The less the overall risk, the company determines that when this asset is used to buy several assets, the overall risk can be measured by the single largest risk of investment in S_i.