【摘要】 本文构造了一种二次参数规划转轴方法，并在此基础上提出了Ｍａｒｋｏｗｉｔｚ投资组合有效集的一个解法。该方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,we construct a pivoting method of parametric quadratic pro- gramming,and present a method to solve the markowitz investment efficient set model. 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