摘要
本文对现代投资组合理论在我国证券市场中的应用进行了深入的实证分析。通过对马柯维茨模型、因素模型、卖空约束条件下的资产组合选择模型的实证研究 ,得出了许多非常有价值的结论 ,对我国的证券投资运作 。
This paper aims at empirical analysis of modern portfolio theory in security market in China.We offer investor many useful conclusions on the ground of research on Markowitz portfolio medel,Factor model and portfolio selection under the restriction of Short sale.It will be helpful to the management of security portfolio especially investment funds.
出处
《系统工程》
CSCD
2000年第5期6-12,58,共8页
Systems Engineering
