| 不允许卖空的组合证券投资策略的确定 |
| |
| 引用本文： | 吴礼斌,马永开.不允许卖空的组合证券投资策略的确定[J].运筹与管理,1999,8(2):43-47. |
| |
| 作者姓名： | 吴礼斌 马永开 |
| |
| 作者单位： | 安徽财贸学院 |
| |
| 摘 要： | 以Ｍａｒｋｏｗｉｔｚ的均值——方差模型的理论为基础，研究了组合证券投资策略确定过程中的两个主要问题：投资对象的选择方法和风险选择方法
|
| 关 键 词： | 组合证券 风险 亏本概率 |
A Policy Decision for Portfolio under the Condition of no Short Sale |
| |
| WU Li bin,MA Yong kai.A Policy Decision for Portfolio under the Condition of no Short Sale[J].Operations Research and Management Science,1999,8(2):43-47. |
| |
| Authors: | WU Li bin MA Yong kai |
| |
| Abstract: | On the basis of Markowitz's mean variance model,two main problems are studied in the policy making of portfolio: the selection of investment object and the risk allocation method. |
| |
| Keywords: | portfolio risk probability of loss capital |
| 本文献已被 CNKI 维普 等数据库收录！ |
