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Thread: 分散的投资组合

  1. #1
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    Default 分散的投资组合

    分散投资是风险控制与资金管理的相关议题。

    一般而言,在特定的风险水准下,通过分散投资可以提高报酬率。从另一个角度来说,对于特定的期望报酬率,如果不进行分散投资,你将承担较高的风险。如果比较l000个部位与10个部位,分散投资的效益就非常有限了。如果由1个部位分散为10个部位,效益非常明显.但由10个部位分散为100个部位,应该不会有太大的额外效益。分散投资存在一个最佳的水准,超过这个水准之后将带来反效果。

    伯纳槐奥佩蒂持虽然相信分散投资的效益,但也不主张过度的分散。分散投资是提高风险/报酬比率的有效方法。可是,如果投资组合的部位太过于分散,你可能照顾不过来,反而提高损失的可能性。采取分散投资的策略,必须记住:

    ●如果个别部位都承担相同的市场风险,就不能提供分散投资的效益。

    ●个别部位的规模必须类似。如果九个部位的规模都是10美元,第十个部位的规模为10,000美元,这类的分散投资没有太大的意义。

    ●个别部位的价格波动率应该类似。让我们考虑10,000美元的三个月期英镑存款期货契约与10,000美元的长期公债部位,两者显然不可相提并论。

  2. #2
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    不主张过度的分散。

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