| 走近核心竞争力 |
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| 引用本文： | 李颖.走近核心竞争力[J].华东经济管理,2002,16(5):95-97. |
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| 作者姓名： | 李颖 |
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| 作者单位： | 1. 同济大学,经济管理学院,上海,201206
2. 湘财证券投资部,北京,100089 |
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| 摘 要： | 本文通过对多因素模型在投资管理领域中的应用研究 ,揭示了多因素模型在风险控制、收益预测、指数化组合构建、投资策略选择等投资领域具有较广泛的应用前景。
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| 关 键 词： | 多因素模型 风险因素 风险暴露 |
| 文章编号： | 1007-5097(2002)05-0095-03 |
| 收稿时间： | 9/9/2002 12:00:00 AM |
| 修稿时间： | 2002年9月9日 |
The application study of MPM in investment management |
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| LI Yin,TANG Guo,CHEN Fang-zheng.The application study of MPM in investment management[J].East China Economic Management,2002,16(5):95-97. |
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| Authors: | LI Yin TANG Guo CHEN Fang-zheng |
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| Institution: | 1.College of Economics and Management,Tongji University,Shanghai 201206,China; 2.Department of Investment,Xiangcai Securities Co.LTD,Beijing 100089,China |
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| Abstract: | This paper conducts a thorough research into the application of MPM Model in investment management. As MPM has wide application in risk control, return forecast, index portfolio construction and other related fields, MPM has great prospect in investment application. |
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| Keywords: | MPM risk model risk exposure |
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