摘要
通过介绍MATLAB与EXCEL工具在证券投资组合模型之一(马柯维茨的均值一方差模型)中的应用,使人们在对投资组合模型有一些了解的同时,并能达到简单的应用.
through the introduce of application ,one of portfolio investment investment portfolio model of MATLAB and EXCEL tool (Markowitz's Portfolio Model), it made knowledge of portfolio investment model, coming up to application.
出处
《阴山学刊（自然科学版）》
2007年第2期42-45,共4页
Yinshan Academic Journal(Natural Science Edition)
关键词
投资组合
均值-方差模型
investment portfolio
The average value-variance model
