Study On The Return And Risk Of Short-term Holding Risk Assets Based On The Monet Carlo Analysis

Investors has to calculate the return and risk of the assets before they make the decision of wether they will invest or not.And they also have to make their choice in many diffent risk assets,they will make the decision very carefully in order to get the maximum benefits.Short-term return rate is one of the common parameter in every investor’s daily life.But can we use it as a very reliable parameter in investment? We will study on it.This paper uses the literature study on risky assets held by the yield and risk issues to understand the history and current situation, in order to form a general impression of the issue and understanding; followed by quantitative and qualitative analysis using a combination of methods, awareness of the problem to be studied further precision, trying to scientifically reveal the variation; after using the case study method, the object of study from all risky assets yields and reduce the risk to the Shanghai a share market banking, for problems with targeted analysis; final number of studies using the method, the number of research through more precise in order to analyze the holding period and the investment rate of return and the relationship between risk, changes in laws and trends, and in order to estimate the actual rate of return on investment.After the study, we draw the following conclusions.Firstly,we nither can not simply use a single period rate to estimate the multi-period rate nor replace it. Secondly,through a comparative study we can draw that with the increase of investment periods,the mean and the standard deviation of lasting an average yield has emerged decreases.It means that as the continuous increase,the average yield and risk of the investment will decrease.Finally,the average yield per period maybe can be used as a very important parameter in investors’decisions.