| 两类资产组合有效前沿边界的相切关系的严格证明 |
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| 引用本文： | 邹辉文. 两类资产组合有效前沿边界的相切关系的严格证明[J]. 数学的实践与认识, 2009, 39(9) |
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| 作者姓名： | 邹辉文 |
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| 作者单位： | 福州大学,管理学院,福建,福州,350108 |
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| 基金项目： | 教育部人文社会科学研究规划项目，福建省自然科学基金，福建省社会科学规划项目 |
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| 摘 要： | 讨论了资本资产定价模型(CAPM)中两类资产组合有效前沿边界的相切关系,介绍了一些著作和教科书中对它的处理方式,事实上他们均未给出严格意义上的证明.本文对两类资产组合有效前沿边界的相切关系给出了三种较严格的证明.
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| 关 键 词： | 资本资产定价模型(CAPM) 有效资产组合 市场组合 切线 |
The Strict Proofs of That the Two Kinds of Valid Forward Positions of Asset Portfolios Are Tangent |
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| ZOU Hui-wen. The Strict Proofs of That the Two Kinds of Valid Forward Positions of Asset Portfolios Are Tangent[J]. Mathematics in Practice and Theory, 2009, 39(9) |
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| Authors: | ZOU Hui-wen |
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| Affiliation: | ZOU Hui-wen(School of Management,Fuzhou University,Fuzhou Fujian 350108,China) |
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| Abstract: | The tangent relation between the two kinds of valid forward positions of asset portfolios in capital assets pricing model(CAPM)was discussed.And how to deal with it in some literatures was introduced.In fact,a strict proof of it was not given in these literatures.In this paper,three comparatively strict proofs of that the two kinds of valid forward positions of asset portfolios are tangent were given. |
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| Keywords: | capital assets pricing model(CAPM) valid assets portfolio market portfolio tangent |
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