摘要
私募基金历来是高风险与高收益相伴而行的 ,根据 Markowitz的思想 ,科学合理的构建私募基金投资组合方案 ,精确地刻划和分析私募基金投资组合模型及寻求优化 ,对求得私募基金管理者、私募基金投资者利益的保障和私募基金比较全有效的较高收益具有十分重要的意义。
The investment of private fund is usually accompanied with visks and lucte,In this paper,According to theory of markowitz,model of investment combination for private fund is established ,so that optimal scheme of investment combination for private fund in obtaimed.
出处
《数学理论与应用》
2004年第2期118-122,共5页
Mathematical Theory and Applications
关键词
风险
私募基金
投资组合
优化
收益
accompained with visks and lucte theory of Markowitz.
