Mathematical Analysis on Methods of Decreasing Risk of Investment Portfolio
Generally speaking, the risk is defined as uncertainty from loss which can be divided to four kinds, namely market risk and credit risk and liquidity risk and operational risk. The means of decreasing risk of investment portfolio presented by many primary economics of textbooks only include three tactics that are purchasing insurance and diversified investment and buying information. Consulting other economics of textbooks, hedging is a good technique to reduce investment risk. Mathematical method can be used to inspect and verify these tactics.
investment portfolio risk purchasing insurance diversified investment buying information hedging
MA Jingting GUI Jian
Institute of Business Administration, Shenyang University, P.R.China, 110044 Economics institute, Shenyang University, P.R.China, 110044
国际会议
The International Conference on Management of Technology,taiyuan 2009(2009太原技术管理国际研讨会)
太原
英文
534-537
2009-11-20（万方平台首次上网日期，不代表论文的发表时间）