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| 摘要: |
| 证券投资基金通过证券的组合投资来降低投资的风险,根据基金组合投资的原理,通过随机简单等权模型对基金样本进行组合结果表明:基金组合投资者选取比较大的基金组合规模才能有效地减少组合的总风险或排除非系统性风险;由于基金管理费用等费用因素将随组合规模扩大而增加,在组合规模选取中需要权衡风险和费用的利弊,一般而言选取7-13只基金作基金组合比较合适。 |
| 关键词: 基金 组合投资 风险 组合规模 |
| DOI： |
| 分类号:F224 |
| 基金项目:四川省软科学基金 |
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| Positive analysis of the relationship between funds portfolio risk and scale |
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WU Guo-feng PU Ji-ping
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| Abstract: |
| Securities investment funds decreases investment risk by using securities portfolio.According to funds portfolio investment principle and by using random simple option model to combine funds examples,the result indicates that funds portfolio investors who |
| Key words: funds,portfolio investment,risk,portfolio scale |
