证券投资收益率

Markowitz以证券投资收益率的方差作为组合投资风险的度量，开辟了金融定量分析的时代。

, and the research of risk measurement is the hotspot in finance invest research at all times . Markowitz mean-variance model inaugurate a new period for quantify of portfolio investment risk .

本文应用马克维兹（Markowitz）均值一方差模型.分别从提高组合证券投资的收益率和降低组合证券投资的风险两个方间研究了提高组合证券投资价值的方法。

Considering raising the profit rate of portfolio and reducing the risk of portfolio , this paper studies the method of raising value of portfolio with the help of Markowitz 's model for portfolio .

文章首先分析了组合证券投资的收益率和风险。

In this paper the return and risk of portfolio are analyzed .

证券组合的投资收益率被忽视了。

The rate of return on a portfolio has been neglected .

极大化证券组合的投资收益率

Maximizing the Rate of Return on a Portfolio

未来收益率的非确定性对证券投资管理中收益率的预测有着重要的作用。

Because the future rate of return is nondeterministic , the forecast before investment is important in the management of securities investment .

本文提出了以极大化证券组合的投资收益率为目标的分式线性规划模型。

In this paper a fractional linear programming model with maximizing the rate of return on a portfolio as its objective is presented .

从资本资产定价理论和套利定价理论出发，研究了证券投资分析的收益率和风险问题。

By applying the Capital Asset Pricing Theory and Arbitrage Pricing Theory , this paper analyses the problem of profit expectation and risk in securities investment analysis .

本文提出了证券组合投资的预期收益率和投资风险的指数平滑测度，并建立证券组合投资的指数平滑决策模型，用于预测证券组合的预期收益率，分析投资风险。

Study on Decision Making Models for Portfolio Selection This paper adopts the exponential smoothing measure for the expected return and the investment risk of the portfolioes .

本文初步探讨有关组合证券的收益与风险，利用均值和方差来描述证券投资收益率。

The author inquiers into preliminarily profits and risks of portfolio investment and makes use of variance and expectation to describe the rate of negotiable securities investment .