基于“净收益”意义下的安全——首要模型

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摘要文章在已有的安全—首要模型的基础上,考虑一种具有"净收益"亏损约束的安全-首要模型,给出了最优解存在的条件,这一结果是对经典TSF模型的一个自然的推广。

作者王正艳

机构地区盐城工学院经济与管理学院

出处《统计与决策》 CSSCI 北大核心 2008年第5期159-161,共3页 Statistics & Decision

关键词安全-首要模型亏损约束生存水平最优投资组合

参考文献5

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4Markowitz, H. Portfolio selection [J].Finance.1952.(7).
5李仲飞,陈国俊.对投资组合选择的Telser安全-首要模型的一些讨论[J].系统工程理论与实践,2005,25(4):8-14. 被引量：6

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统计与决策

2008年第5期

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