限制性卖空条件下β值证券组合投资决策模型

Study on β-value portfolio investment decision model with restricted short sale allowed

以β值证券组合投资决策模型为理论基础 ,在允许有保证金要求的卖空和允许抵押的卖空条件下分别提出了相应的β值证券组合投资决策模型 。

This paper presents two β value portfolio investment decision models with restricted short sale allowed on the basis of the β value portfolio investment decision model,and studies their solution and their character.