Investment Decision Model and Analysis Based on Risk Per Unit of Earning Rate
Jinqing Zhang · 2004
In order to get more suitable investment decision model and analysis method,a risk measure method for unit return was introduced,by which,portfolio selection in Markowitz'effective set was analyzed,and a portfolio with the minimal risk,and compare with the results by means of standard deviation for measuring risk was obtained.On account of the above discussions,some more reasonable suggestions for investment decision were given.