摘要
本文建立了均衡市场下证券投资组合的收益偏好最优化模型 ,并针对证券组合投资者追求期望效用最大化的目的 ,利用确定性等价回报方法对该模型进行求解 。
In this paper we establish the optimal profit-perferable for securities portfolio investment with market equilibrium,then solve the model by appling the method of cerainty equivalent return with the agents aim to maximize the expected utility. In the end we provide some practical application of the model.
出处
《南华大学学报（理工版）》
2003年第1期86-89,98,共5页
Journal of Nanhua University(Science & Engineering)
