| 组合投资中有效边界的一些性质和模型 |
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| 引用本文： | 刘锡标,伊亨云.组合投资中有效边界的一些性质和模型[J].蒙自师范高等专科学校学报,1995(2). |
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| 作者姓名： | 刘锡标 伊亨云 |
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| 作者单位： | 云南蒙自师范高等专科学校数学系，重庆大学应用数学系 讲师，661100，蒙自，教授，630044，重庆 |
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| 摘 要： | 本文研究了组合投资中有效边界的数学模型及其性质,并给出了计算最优证券组合的数学模型和公式。
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| 关 键 词： | 组合投资 有效边界 期望收益 风险 |
Some Properties and Mathematical Models of the Efficient Frontier in Portfolio Investment |
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| Liu Xibiao Yi Hengyun.Some Properties and Mathematical Models of the Efficient Frontier in Portfolio Investment[J].Journal of Mengzi Teachers' College,1995(2). |
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| Authors: | Liu Xibiao Yi Hengyun |
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| Institution: | Liu Xibiao~1 Yi Hengyun~2 |
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| Abstract: | This paper is concerned with some properties and the mathematical models of the efficient frontier in securities portfolio investment. It gives that the formulas and mathematical models to calculate optimal vector of investment propertion X. |
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| Keywords: | portfolio invesment efficient frontier expected return risk |
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