摘要
组合证券投资风险最小化模型研究①杨桂元马永开唐小我ＡＢＳＴＲＡＣＴ①国家教委优秀年轻教师基金资助项目。ＢａｓｅｄｏｎｇｅｎｅｒａｌＭｉｎｉｍｉｚｅｄＲｉｓｋＭｏｄｅｌｏｆＣｏｍｂｉｎｅｄＳｅｃｕｒｉｔｉｅｓｉｎｖｅｓｔｍｅｎｔ，ｔｈｅａｕｔｈｏｒｓｓ...
Abstract Based on general Minimized Risk Model of Combined Securities investment,the authors study it under conditions of without anticipated revenue rate and with anticipated revenue rate but no speculation on a fall, and relations between these models.This study provides the theoretical basis for choice of the anticipated revenue rate.
出处
《统计研究》
CSSCI
北大核心
1996年第6期59-62,共4页
Statistical Research
基金
国家教委优秀年轻教师基金
