2.2风险的概念与种类、风险报酬衡量剖析.ppt

风险的概念与种类 1926年投资$1 的终值 * $40.22 $15.64 数据来源: ? Stocks, Bonds, Bills, and Inflation 2000 Yearbook?, Ibbotson Associates, Inc., Chicago (annually updates work by Roger G. Ibbotson and Rex A. Sinquefield). All rights reserved. 1926-1999年期间各种投资的年度总收益 * 资料来源：Stocks, Bonds, Bills, and Inflation 2000 Yearbook?, Ibbotson Associates, Inc., Chicago (annually updates work by Roger G. Ibbotson and Rex A. Sinquefield). All rights reserved. – 90% + 90% 0% 项目 算术平均 标准差 分布 大公司股票 13.0% 20.3% 小公司股票 17.7 33.9 长期公司债券 6.1 8.7 长期