| 证券投资组合理论在我国的应用及其模型拓展 |
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| 引用本文： | 颜竹梅,刘亦文,黄静寅. 证券投资组合理论在我国的应用及其模型拓展[J]. 经济研究导刊, 2008, 0(14): 104-107 |
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| 作者姓名： | 颜竹梅 刘亦文 黄静寅 |
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| 作者单位： | 1. 湖南工业大学,经济管理学院,湖南,株洲,412008
2. 湖南大学,统计学院,长沙,410079 |
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| 摘 要： | Markowitz的证券投资组合理论引发了20世纪后半期金融学的第一次革命，为现代金融经济学的崛起奠定了坚实的基础。然而该理论应用在我国这样一个新兴的证券市场却面临着不少问题，有必要对当前我国证券市场的实际情况进行必要的剖析，对Markowitz模型做一些拓展。为了提高资本资产定价模型在我国证券市场的适用性，必须建立一个行之有效的证券市场。
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| 关 键 词： | 证券投资组合理论 Markowitz模型 模型拓展 应用 |
The Application and its Model Development of Securities Investment Combination Theory in our Country |
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| YAN Zu-mei,LIU Yi-wen,HUANG Jing-yin. The Application and its Model Development of Securities Investment Combination Theory in our Country[J]. Economic Research Guide, 2008, 0(14): 104-107 |
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| Authors: | YAN Zu-mei LIU Yi-wen HUANG Jing-yin |
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| Affiliation: | YAN Zu-mei 1,LIU Yi-wen 2,HUANG Jing-yin 1 (1.Economic Management College,Hunan Industry University,Zhuzhou 412008,2.Statistic College,Hunan University,Changsha 410079,China) |
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| Abstract: | The Markowitz the stock certificate portfolio theories caused 20 the half expects the first-time revolution that the finance learn after centuries, growing to establish the solid foundation for the modern and financial economics.However that ories application is in the our country thus a newly arisen stock market but face not a few problems, have current necessary rightness our country stock market of the analysis that actual circumstance carries on the necessity, do to the model of Markowitz some expand.Fo... |
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| Keywords: | securities investment combination theory Markowitz model model development application |
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