摘要
将组合投资理论引入房地产投资领域,在假设收益率为正态分布的组合投资选择模型的基础上,将实现预期收益的概率作为目标函数,利用Edgeworth展式来逼近目标函数;给出了收益率为非正态分布的房地产组合投资选择模型,并进一步提出了考虑无风险资产的房地产组合投资的概率选择模型。
On the basis of portfolio investment theory and given the portfolio investment model with normal distribution return rate, a new real estate portfolio investment model with nonormal distribution return rate was presented. Probability of the return rate of portfolio was defined as objective function of optimal problem. Edgeworth expansion was used to approach to the objective function involving in nonormal distribution. Furthermore, a probability investment model of real estate portfolio considering non risk property is set up.
出处
《武汉理工大学学报（信息与管理工程版）》
CAS
2007年第6期145-147,共3页
Journal of Wuhan University of Technology：Information & Management Engineering
