具有偏好系数允许卖空的投资组合模型解存在的条件

On the Condition for the Existence of the Model with Preference Coefficient for Investing Combinatory

在投资组合各种模型中,具有偏好系数的投资组合模型是最重要的模型之一,对其求解的研究具有理论价值。本文利用矩阵分块理论对此模型进行了研究,并给出了此模型解存在的一个充分条件。

Among models for investing combinatory, this model with preference coefficient is one of the most important models. Therefore, studying its solution hasa theoretical value. In this paper, the model is studied by using block -matrix theorem, and a solution to obtaining the sufficient condition for its existence is given.