摘要
CAPM模型是由马可维奇提出的关于资产定价的均值方差模型 ,目前其求解方法是用无条件约束的拉氏函数求导的分析方法 ,本文利用加号逆矩阵 ,用代数方法求解 ,其结果与用分析方法的结果完全一致 。
The CAPM model is a mean-variance model about asset pr icing by Harry M.Markowitz. Up to now, its resolving method is an analysis metho d by derivativing unconditional restricted 1-function. The paper resolves it by plus adverse matrix in algebra, its outcome is same as analysis's outcome, so , we get a new way to resolve it.
出处
《预测》
CSSCI
2001年第4期59-61,共3页
Forecasting
