摘要
讨论一种进行投资组合管理的方法。基于组合的分散投资原理,对DOWD(1999)的结论进行进一步的探讨,将改善组合的资产的数量由1个扩展到n个,并利用模拟数据验证一定条件下n的"最优"取值。
This paper discussed the use of Sharpe ratio in asset portfolio management. Based on the principle of diversified investment, further explorated DOWD （1999）＇s conclusion, we expended the number of assets from 1 to n. At last, under certain condition, we used the simulated data and discussed the ＂optimal＂ n.
出处
《云南农业大学学报（社会科学版）》
2008年第4期4-9,共6页
Journal of Yunnan Agricultural University(Social Science)
