@Copyright by Yichun Zhang, Zhenlong Zheng and Hai Lin, Department of Finance, Xiamen University, 2007
投资组合理论
第十二章
@Copyright by Yichun Zhang, Zhenlong Zheng and Hai Lin, Department of Finance, Xiamen University, 2007

学完本章后，你应该能够：
了解投资收益和风险的度量了解分散投资如何降低投资组合的风险了解投资者的风险偏好了解投资组合有效集和最优投资组合的构建了解无风险借贷对投资组合有效集的影响
@Copyright by Yichun Zhang, Zhenlong Zheng and Hai Lin, Department of Finance, Xiamen University, 2007
本章框架
金融风险的定义和类型投资收益和风险的衡量 证券组合与分散风险风险偏好和无差异曲线有效集和最优投资组合无风险借贷对有效集的影响