證券投資組合績效評價方法及其應用.pdf

1、山東大學碩士學位論文證券投資組合績效評價方法及其應用姓名：劉海波申請學位級別：碩士專業(yè)：應用數(shù)學指導教師：許聞天崔玉泉2001.3.20垂鲞絲壅絲魚楚墊堡絲查鯊絲!!生旦1fl也邢碰砌跚^硝cE肼^U聃TIONⅢmI∞S0FSⅨ孤ITIES陽砌下0L10姍TImIRAPPLIcATIONHaiboLiutheschoolofmathematics＆systemscienceShandongUniversity，Jinan，250100^

2、B跚UCTTheperformanceevaluationofsecuritiesportfolioisanobjectiveandfairevaluationtotheperformanceofsecuritiesportfolioafterwardsTheordinaryevaluationexponentsarethereturnratioandriskoftheportfolioTheexistedevaluationmetho

3、dsevaluatetheperformancebytheevaluationexponentthatbasedonthecapital—market—lineandsecurities—market—lineTheyaresimpleandconcisebutlimitedInthispaper，authorgivestwonewmethods，thataretheevaluationmethodofassociationdegree

4、andtheevaluationmethodofattributemeasureIntheevaluationmethodofassociationdegree，Icombinethesingleevaluationindexr，盯，∥t。anejauatt。ntnaexVect。r(r，吉，古]Tneassociationcoefficient。ofeveryindexquantifiestheimportantdegreeofeve