摘要
本文利用马克维茨组合理论及基本CAPM理论,证明了有效资产组合和与之对应的零β资产组合的不相关性,并用数据验证了结论的正确性。
On the basis of Markowitz's portfolio theory and CAPM theory, this paper testifies the zero covariance between any effective portfolio and the relevant zero-beta portfolio. In addition, an empirical study has been put to illustrate this result.
出处
《山东科学》
CAS
2003年第4期49-53,共5页
Shandong Science
