【摘要】 本文首先介绍了组合投资中基于离散系数的均衡理论 ,然后提出了求解高维数组合投资问题的转轴算法 ,该算法的优点在于能够处理各投资项目之间的协方差矩阵为半正定的情形更多还原

【Abstract】 In this paper, at first we put forward the balanced theory based on difference coefficient ,then propose a pivoting algorithm and present it to solve the high-dimension portfolio problem.. An advantage of this method is that it can be applied when the covariance matrix of the invested projects is positive semi-definite.更多还原