DANH MUC DAU TU

DANH MUC DAU TU - L I M U Trong kinh t h c, c m t nguyn t c...

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Unformatted text preview: L I M U Trong kinh t h c, c m t nguyn t c m ai cng bi t, l Khng b tr ng vo cng m t r . i u ny l nh m lm gi m r i ro cho vi c u t c a cc nh kinh doanh ni chung v cc nh kinh doanh ch ng khon ni ring. Ni nh v y v trong u t ch ng khon, vi c g p r i ro l kh trnh kh i, v gi c ch ng khon th ng ln xu ng th t th ng v kh d on. V v y, vi c tm m t ph ng th c lm gi m thi u r i ro trong u t ch ng khon l v cng c n thi t. Vo nm 1952, qua bi bo c in trn t p ch Journal of Finance s thng 3, l n u tin Harry M.Markowitz a ra khi ni m v a d ng ha danh m c u t (sau y g i t t l DMT). y l m t ph ng th c lm gi m r i ro trong u t ch ng khon b ng cch b tr ng vo nhi u r , hay ni cch khc, s ti n nh u t b ra s c phn b vo nhi u ch ng khon khc nhau. V v y cc nh u t c n tnh ton m t t l u t thch h p vo t ng lo i ch ng khon t c l i nhu n t i a cng nh r i ro t i thi u. Bi vi t sau y c a nhm 5 v nhm 10 s phn tch r h n v cc v n lin quan n l thuy t ny v a ra cc m hnh c th trn Excel v cch tm t l cc ch ng khon trong DMT t i thi u ha r i ro ng v i m t t su t sinh l i cho tr c. Bi vi t g m hai ch ng: Ch ng 1:L thuy t danh m c u t c a Markowitz Ch ng 2: ng d ng l thuy t Markowitz M C L C L i m u ........................................................................................................i M c l c .............................................................................................................ii Ch ng 1: L thuy t danh m c u t Markowitz .................................................1 1.1 L i t c v r i ro trong u t ti chnh ...........................................1 1.1.1 L i t c ..........................................................................................1 1.1.2 R i ro ............................................................................................1 1.1.3 M i quan h gi a l i nhu n v r i ro .........................................2 1.2 L thuy t danh m c u t Markowitz ............................................2 1.2.1 Markowitz v s ra i c a l thuy t Markowitz1....
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DANH MUC DAU TU - L I M U Trong kinh t h c, c m t nguyn t c...

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