| 私募基金投资组合的构建和最优化问题 |
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| 引用本文： | 戴清.私募基金投资组合的构建和最优化问题[J].数学理论与应用,2004,24(2):118-122. |
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| 作者姓名： | 戴清 |
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| 作者单位： | 中南大学数学科学与计算技术学院，长沙，410075 |
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| 摘 要： | 私募基金历来是高风险与高收益相伴而行的，根据Markowitz的思想，科学合理的构建私募基金投资组合方案，精确地刘划和分析私募基金投资组合模型及寻求优化，对求得私募基金管理、私募基金投资利益的保障和私募基金比较全有效的较高收益具有十分重要的意义。
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| 关 键 词： | 风险 私募基金 投资组合 优化 收益 |
Model and Optimum of Investment Combination for Private Fund |
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| Dai Qing.Model and Optimum of Investment Combination for Private Fund[J].Mathematical Theory and Applications,2004,24(2):118-122. |
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| Authors: | Dai Qing |
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| Abstract: | The investment of private fund is usually accompanied with visks and lucte,In this paper,According to theory of markowitz,model of investment combination for private fund is established ,so that optimal scheme of investment combination for private fund in obtaimed. |
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| Keywords: | accompained with visks and lucte theory of Markowitz |
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