节点文献
投资组合的机会域及效率边界在Mathcad中的实现
On Realization of Markowitz Portfolio and Its Efficient Frontiers in Mathcad
【摘要】 利用 Mathcad编制软件画出马科维茨 (Markowitz)假设条件下投资组合的投资机会域 ;给定投资偏好时 ,在效率边界上找到对应的投资组合 ,从而使该理论在我国证券市场具有现实的指导意义和应用价值。
【Abstract】 Use the Mathcad software to draw the plot of the investment opportunity region of the portfolio under the Markowitz assumption; given investment preference, find the corresponding investment portfolio on efficiency boundary. Thus, we can make the theory have its real application value and guidance meaning in our country’s securities market.
- 【文献出处】 中南财经政法大学学报 ,Journal of Zhongnan University of Finance and Economics , 编辑部邮箱 ,2002年02期
- 【分类号】F830.59
- 【下载频次】79