【摘要】 在金融市场中进行资产配置关键是合理估算资产的相关风险和收益情形,根据投资者状况构建有效的资产配置模型。研究资产配置的基础知识,并就风险度量的方法进行比较分析;考察投资者个人状况,分别针对一般理性投资者和悲观投资者,构建一般资产配置模型和极大极小模型。更多还原

【Abstract】 How to calculate the risk and revenue of the assets appropriately plays an important role in the process of resource allocation in the financial market.This paper introductes how to conduct assets allocation,and makes comparison among various risk measurements.In view of the conditions of the investors,the paper proposes the building of general assets allocation model and minimax model in terms of the general and pessimistic investors.更多还原