摘要
应用图解法和规划法给出了存在无风险资产时投资的有效边界 ,特别是存在无风险资产的情况下 ,用规划法确定有效边界的推导过程弥补了许多文献对规划法确定有效边界的不足 。
In the paper we present the efficient boundary of portfolio allowing risk free asset investment with two methods,graphics and programming analysis,especially with the method of programming analysis we remedy defects in many papers.Investors may invest according to the results presented in the paper in practice.
出处
《唐山学院学报》
2001年第4期83-86,共4页
Journal of Tangshan University
基金
国家自然科学基金资助项目 ( 79970 0 0 4)
关键词
无风险资产
风险资产
有效边界
投资
risk free asset
risk asset
efficient boundary
investment
