投资组合模型及其边界分析

The Analysis of Portfolio Models and Their Bounds

研究了投资组合的2种数学模型及其边界,在分析投资组合均值-方差模型(M-V模型)及其边界的基础上,详细讨论了最优投资组合均值-VaR模型(M-VaR模型)及其边界,并证明了2种模型边界之间的关系.

In this paper, we study two M-V model analysis and examine the model for portfolio selection. Finally, kinds of mode efficient we prove port the ls and their bounds. We relate value at risk （VaR） to folios and their bounds arising from using a M-VaR relation of two models＇ bounds.