Securities Investment Risk Analysis And Time Combination Study

This article analyse the risk of securities investment in actuality and theory ways, analyse the relation between the risk and the income c~ securities investment by the numbers, detailedly treat how to use scheme method(involve securities scheme and time scheme) to satisfy the high income and low risk demand of the investor. There are four chapters in this article. In the Chapter 1 ,it introduce some conceptions and foundational knowledge about the risk of securities investment, and explain the high risk of stock investment with two history events. In the chapter 2, it treats how to use securities- grouping to invest, and prepare to the time-grouping in Chapter 3,its main content involve: avail-theory of securities investment; filter the efficient curve by dissatisfy suppose and parry-risk suppose; regard the grouping of the cut-point between non-differentia curves and efficient curve as the best grouping of investor. Chapter 3 is the heart and centre of this article, it set up and solve a maths model, treat how to use time- grouping to reduce the risk from the price wave of the securities when somebody buy securities,its main content involve: proffer the conception of reciprocal-cost, regard reciprocal-cost as the income measurement of time-grouping; regard the grouping of the cut-point between non-differentia curves and efficient curve as the best time- grouping of investor; simply introduce the sell-time-grouping. In the Chapter 4, it analyse a example with the method mentioned in Chapter 2 and Chapter 3,solve a decision-making problem of securities-grouping and time-grouping, the securities examples are the real stocks history data in China stock market. A great deal of numerical operation such as matrix multiply, inverse are finished by electronic sheet software Excel, the chapter only list the algebra formula and the running result.