in the recent years, with the development and consummation of the financial market, the investors' contradiction between the expected return rate and the risk becomes more and more intense.
近年来,随着金融市场的逐步发展与完善,投资者在追求投资回报与规避投资风险之间的矛盾日趋明显。
the portfolio investment decision with expected return rate is studied under nonnegative constraint.
文章首先分析了组合证券投资的收益率和风险。
based on capm, the authors obtained the expected return rate of entrepreneurs, the beta coefficient and risk premium of enterprises.
基于经典的资本资产定价(capm)理论,得到了企业家的期望收益率、企业的贝塔系数和风险溢价。