Since Markowitz created the portfolio combination theory, the research about the portfolio risk measure has been one of the hot issues.

The essential attribute and definitions of risk and securities investment risk are analyzed.

This paper begins with analyzing the change of the franchise value of Chinese state-owned bank, then discusses the motive of that Chinese state-owned bank tends to run the risk of investing securities and the theoretical principle of how to control securities investment risk, and proposes some countermeasures and suggestions for Chinese state-owned bank to control its securities investment risk.

Research on portfolio investment based on the expectation of logarithm-entropy model;

The risk coefficient of portfolio investment and its application;

β-value Portfolio Investment Model with TransactionCosts;

Probability Criterion in Portfolio Investment Model with Commissions;

The hybrid algorithm is devised to solve the portfolio investment model in terms of probability criterion.

We discuss the problem of portfolio investment with risk minimization subject to nonnegative investment proportional coefficient.