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本文综述若干最优投资组合的修正均质 -方差模型 ,它们包括风险厌恶模型 ,两个控制非系统风险的M- V模型和风险偏好模型 ,它们适合对风险态度不同的投资者 ,文中对不同的模型给出了解析解 ,并讨论了各个模型的优劣
In this paper, we review the modified Homogeneity-Variance models for several optimal portfolios, including risk aversion models, two M-V models and risk preference models that control non-systemic risks, which are suitable for investors with different attitudes toward risk. The model gives the analytical solution and discusses the advantages and disadvantages of each model