| 现代投资组合理论及其分支的发展综述 |
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| 引用本文： | 徐丽梅. 现代投资组合理论及其分支的发展综述[J]. 首都经济贸易大学学报, 2006, 8(4): 75-79 |
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| 作者姓名： | 徐丽梅 |
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| 作者单位： | 同济大学,经济与管理学院,上海,200092 |
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| 摘 要： | 现代投资组合理论已有几十年的发展历史,近些年随着投资实践的要求和数学、计算技术的发展,投资组合理论也出现了一些新的分支和发展动向。本文首先回顾了西方投资组合理论的发展,然后重点综述了风格投资、长期投资等新的发展分支。
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| 关 键 词： | 投资组合 交易成本 风格投资 |
| 文章编号： | 1008-2700(2006)04-0075-05 |
| 收稿时间： | 2006-04-12 |
| 修稿时间： | 2006-04-12 |
A Review of the Theory of Modern Securities Portfolio and its Branches |
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| XU Li-mei. A Review of the Theory of Modern Securities Portfolio and its Branches[J]. Journal of Capital University of Economics and Business, 2006, 8(4): 75-79 |
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| Authors: | XU Li-mei |
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| Affiliation: | School of Economics and Management, Tongji University, Shanghai 200092, China |
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| Abstract: | The theory of modern securities portfolio has experienced a long period of history.With the requirement of investment practice and the development of mathematics tools and computer skills,some new branches and directions about the theory of modern portfolio have appeared in recent years.The paper reviews the development course of western portfolio theory and summarizes style investment,long-term investment and other new branches. |
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| Keywords: | portfolio dealing cost style investment |
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