摘要
文章探讨了投资组合风险规划模型,首先回顾了一般的均值—方差模型,在此基础上,对模型进行了拓展,提出了解方程的思想,最后通过案例实证分析得到组合的最优解。
The program model portfolio is discussed. The general mean-variance risk model is reviewed, then the model is expanded based on the above model, and put forward to the thinking of the equation. Last the Empirical analysis is used to obtain the optimal solution.
出处
《科学技术与工程》
2009年第4期1088-1091,共4页
Science Technology and Engineering
关键词
投资组合
均值-方差模型
最优解
portfolios mean-variance risk model optimal solution
