中山大学学报(自然科学版)2001，Vol.40Issue(3)：25-28,4.
非负约束下含无风险证券的投资组合方法
A Study on Portfolio Investment Decision Model Including the Risk Free Security under the Condition of No Short Sale
摘要
Abstract
The portfolio investment decision model including the risk free security under the condition of no short sale is studied. It is shown that there exists a unique solution of this model, with a new method to find out the solution presented, and the way to establish the efficient frontier is also studied.关键词
不允许卖空/证券投资组合/无风险证券/有效边界分类
管理科学引用本文复制引用
范宝珠,滕成业,朱庆华..非负约束下含无风险证券的投资组合方法[J].中山大学学报(自然科学版),2001,40(3):25-28,4.
