【摘要】 本文证明了在有限制卖空的情形下，Ｅｌｔｏｎ－Ｇｒｕｂｅｒ－Ｐａｄｂｅｒｇ算法也能用来确定由多组模型生成的证券组合的有效集。更多还原

【Abstract】 In this paper. we show that Elton-Gruber-Padberg algorithm can be used to identify the efficient set under restricted short selling when multigroup models are to cope with estimate risk.更多还原