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Securities investment risk analysis in combination with time

Author: ZengKe
Tutor: GuoKaiZhong
School: Guangdong University of Technology
Course: Business management
Keywords: Securities and investment risk Indifference curve family Effective set of curve Time portfolio Down costs
CLC: F830.91
Type: Master's thesis
Year: 2000
Downloads: 258
Quote: 0
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Abstract


Both from the practical and theoretical aspects of in-depth analysis of securities investment risk , systematic analysis of the relationship of risk and return of investments in securities discussed in detail under full market conditions how to use a combination of methods , (including Quanzhong portfolio and time combinations ) to meet investors in high-yield , low-risk requirements. This paper is divided into four chapters , the first chapter introduces the Securities Investment Risk concepts and basic knowledge, and through two historical events vividly illustrates the high-risk equity investments . The second chapter discusses how Quanzhong portfolio securities portfolio , and solve the problem of time combination Chapter to prepare . The main contents are: investments in securities of utility theory ; assuming an effective set of curves as a screening basis obtained Quanzhong combination does not satisfy the assumptions and risk aversion ; combination of cut-off point as most of the investors no difference in the family of curves and efficient set of curves excellent combination . The third chapter is a core part of this article , discusses how the combination of time to buy securities to reduce the risk of the purchase price of securities during the period fluctuations by setting up and solving the mathematical model , the main elements are: the concept of down costs , costs down as a combination of a measure of investment income ; tangent Point of no difference in the family of curves and efficient set of curves as the optimal combination of time ; the sell portfolio brief introduction . The fourth chapter of the use of the second , three chapters method to analyze an example to solve the of a securities investment Quanzhong portfolio and time combinations decision problem , in which the securities samples using historical data of the real stock of China 's Shanghai and Shenzhen stock market . A lot of this chapter , such as matrix multiplication , inverse numerical computation done by the spreadsheet software Excel lists only the results of computational algebraic and run .

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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Financial market > Securities market
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