【摘要】 为了解决马科维茨(Markowitz)模型中以证券收益率的方差测度投资风险的局限性,基于熵以及差熵的概念,在研究其均值方差模型的基础上,提出用熵和差熵来作为风险的度量方法,从而建立了几种关于熵的证券投资组合优化模型,使对证券投资组合模型的研究和应用更加合理、客观.更多还原

【Abstract】 To solve the limitations of the variance of marketable securities′ revenue rate as the investment risk measured in Markowitz′s model (MV), based on the concepts of entropy and cross-entropy, the measurement method of risk is put forward with entropy and cross-entropy on the basis of studying the MV model. So some new optimization models of portfolio are proposed, which make the study and application of portfolio more reasonable and objective.更多还原