均值、方差模型在证券投资组合中的运用

Average Number Didpersion Used In Negotiable Invest Form

本文阐述了在证券投资组合中应用均值、方差模型的基本原理,给出有效果曲线形态,最后给出了在同等风险下取得最大收益的证券组合形成的求法。

This paper discussed the basic principles of megotiable invest form by using average number, dispersion, give the form of efficacious boundary. At last, give a formula for best megotiable invest form.