运用Copula理论和蒙特卡洛模拟法对黄金和石油投资组合进行了风险价值计算。其结果表明：黄金和石油投资组合是有效的；该投资组合的风险介于风险较小的黄金和风险较大的石油之间，且投资组合的风险小于两种资产风险的平均值。这说明在黄金和石油风险不一的情况下，可以将这两种资产进行组合投资，这样既能够有效地降低整体投资风险，又能够分享高风险石油资产所带来的较高收益。
Copulas theory and Monte Carlo simulation are used to measure the risk value of gold an d oil invest-ment portfolio. The results show that the investment portfolio is effective;the risk of the portfolio is between gold and oil,and also the portfolio risk is less than the average of the two assets. Then it is clear that in case that gold and oil are inconsistent in risks,investment of gold and oil as a portfolio can effectively reduce the overall investment risk as well as share the high investment profits brought by high-risk oil asset.
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