金融理论与政策.ppt

金融理论与政策;第6章 目标选择：均值-方差不确定性;1.Measures of location;2.Measures of dispersion;B. Measuring Portfolio Risk and Return ;Consider the following set of returns for assets X and Y:;;Table 6.3 Mean and standard deviation of returns;整理ppt;整理ppt;The Minimum Variance Portfolio;;Perfectly correlated assets;Table 6.4 Perfectly correlated security returns ;Trade-off between expected value and standard deviation:;;;;;;整理ppt;6．Minimum Variance Opportunity set(最小方差机会集);C. Optimal portfolio choice: the efficient set with two risky assets;整理ppt;Efficient set;整理ppt;整理ppt;Programming Problem 1:;;D. The efficien