In this paper, the expectation of logarithm-entropy model is established to measure the risk of successive investment, and the optimal portfolio of a number of stocks selected by this model in Shanghai Securities Market is obtained.

• 文章建立了对数期望－熵模型来度量投资的风险，并以沪市证券市场进行实证研究，利用该模型选出适当数量的股票进行优化组合。