| 不具有与具有卖空限制的证券选择理论(英文) |
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| 引用本文： | 张顺明. 不具有与具有卖空限制的证券选择理论(英文)[J]. 经济数学, 1997, 0(1) |
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| 作者姓名： | 张顺明 |
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| 作者单位： | 清华大学经济管理学院 |
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| 摘 要： | 本文讨论不具有与具有卖空限制的证券选择理论．不具有卖空限制的证券选择问题作为规划问题用Lagrange数法求解．这个问题可以推广到具有卖空限制情形．用Kuhn－Tucker条件求解．
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| 关 键 词： | 证券选择理论 卖空限制 非线性规划 |
PORTFOLIO SELECTION THEORY WITHOUT AND WITH LIMITED SHORT SELLING |
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| Zhang Shun-Ming. PORTFOLIO SELECTION THEORY WITHOUT AND WITH LIMITED SHORT SELLING[J]. Mathematics in Economics, 1997, 0(1) |
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| Authors: | Zhang Shun-Ming |
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| Abstract: | This paper considers the portfolio selection theory without and with limited short selling. The portfolio selection problem without riskless asset is solved as nonlinear program,then this problem is extended to the setting with riskless asset. |
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| Keywords: | Portfolio selection theory limiled short selling nonlinear programming |
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