证券数目变化时M-V有效前沿的分析

The Analysis of M-V Efficient Frontier with the Change of Security Number

该文在市场存在无风险收益证券且不允许卖空的条件下 ,讨论证券组合的有效前沿关于证券数目增加或减少的变化情况 ,并给出了相应的判定条件。

This article discussed the change of security portfolio efficient frontier when the number of securities increases or decreases in the condition that there exists a non-risk yield security and the market is not permitting short sale. The respective identification conditions are then introduced.