【摘要】 本文讨论不具有与具有卖空限制的证券选择理论．不具有卖空限制的证券选择问题作为规划问题用Lagrange数法求解．这个问题可以推广到具有卖空限制情形．用Kuhn－Tucker条件求解．更多还原

【Abstract】 This paper considers the portfolio selection theory without and with limited short selling. The portfolio selection problem without riskless asset is solved as nonlinear program,then this problem is extended to the setting with riskless asset.更多还原