摘要
本文从证券市场的角度出发，分析了我国证券市场上存在的一些问题，并在此基础上提出了一些应对措施。在此基础上，提出了基于均值-方差模型，风险-平价模型，价值-风险模型等三种常用的最优模型。在此基础上，结合我国证券市场的实际情况，提出了相应的应对措施。在此基础上，作者建议通过多元化投资、长期持有、资产结构调整等方法，来降低投资风险，增加投资回报。总之，本文从理论上对证券投资组合与资产配置进行了较为全面的论述，为证券市场上的投资者提供了有益的借鉴。
关键词：资金市场组合，投资组合，分散投资，长期持有。
Abstract
In this paper, we discuss the classification of the optimal model of capital market and the problems existing in the combination of capital market, and put forward the measures of diversification, long term holding and portfolio rebalancing. The optimal portfolio model has been widely applied in the capital market. Three commonly used optimization methods are presented in this paper: Mean Variance Model, Risk Parity Model and Value Risk Model. Meanwhile, there are still some problems in the combination of capital market, such as incomplete choice of assets, management of risk and uncertainty of data. Aiming at these questions, the article gives the corresponding solutions. In particular, the paper puts forward the strategies of diversification, long term holding and portfolio rebalancing, which can reduce the risk of investment and enhance the return. To sum up, this article has expounded the importance of optimizing the portfolio and managing the portfolio, which is valuable to the investors and the investment organizations in the capital market.
Key words: Portfolio, Portfolio Optimization, Diversification, Long Term Holding
目录
摘要 1
1绪论 1
2证券最优模式的分类 2
2.1均值-方差模式 2
2.2等价的风险评估模式 2
2.3有价值的风险模式 2
3证券市场上存在的一些问题 3
3.1没有充分地进行资产的选择 3
3.3资料的不确定 3
4我国证券市场最优配置策略 3
4.1投资分散 3
4.2长时间保留 4
4.3调整组合 4
5结论 4
参考文献 5
