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System Risk & Non-System Risk of Portfolio--Comment Concurrently on a Decentralized Study on Portfolio Risks by Wang Hui et al.
Author(s): 
Pages: 97-100
Year: Issue:  1
Journal: FINANCE AND TRADE RESEARCH

Keyword:  系统风险均值-方差模型资本资产定价模型投资组合;
Abstract: 本文在指出王辉等人的<投资组合风险的分散化研究>一文中出现的错误的基础上,根据资本资产定价模型(CAPM)将组合投资的风险分离为系统风险与非系统风险,最后讨论了组合投资的均值-方差模型.
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