【摘要】 分散化原则的应用已经屡见不鲜,特别是在资产配置上,人们利用它尽量降低风险.为了精确的得到分散化投资组合,以实现最低风险,先从几何方法上推导了三种证券组合的有效集,然后再利用矩阵推导出n种证券组合的最小方差集,并给出了最小方差集的数学表达方式.更多还原

【Abstract】 It is well-known that people use diversified principle,especially on minimizing the risk of the combination of investment.In order to get the precise combination of investment and lowest level of risk,this paper discusses and finds out the efficient boundary of asset combination,and also gives us the function of efficient boundary,from three securities to n securities.更多还原