Optimal portfolio investment model under the new risk concept

被引：0
|
作者：
Li, S. [1 ]
Guo, F. [1 ]
Pan, D. [1 ]
机构：
[1] School of Business Administration, Northeastern University, Shenyang 110004, China
来源：
Dongbei Daxue Xuebao/Journal of Northeastern University | 2001年 / 22卷 / 02期
关键词：
Inventory control - Mathematical models - Probability - Risk assessment;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The optimal portfolio investment with non-differential curve in modern portfolio investment theory was analyzed in using variance as description of risk. The concept of critical yield rate and the new risk defined by loss probability were put forward. And based on it, the principle is concluded to get portfolio - minimize loss probability or maximize critical yield rate. The models of optimal portfolio investment were set up which take loss probability and critical yield as goals.
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收藏
页码：169 / 171
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