对风险投资决策中H.Markowitz均值-方差模型的推广 |
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引用本文: | 徐龙封.对风险投资决策中H.Markowitz均值-方差模型的推广[J].安徽工业大学学报(社会科学版),2003,20(2):46-48. |
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作者姓名: | 徐龙封 |
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作者单位: | 安徽工业大学,数理系,安徽,马鞍山,243002 |
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摘 要: | H.Markowitz均值一方差模型适用于风险投资决策,在这一模式基础上,通过改造推广建立了一类组合投资决策的新模型。
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关 键 词: | 组合投资 风险决策 期望收益 风险函数 |
文章编号: | 1671-9247(2003)02-0046-03 |
Generalizations of H. Markowitz's Model of Expectation-Variance for Risk Investment Decision |
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Authors: | XU Long-feng |
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Abstract: | Generalizations of H. Markowitz's Model applies to risk investment decision. On the basis of this model, a new model of combined investment is established by means of reforming and spreading. |
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Keywords: | combined investment risk decision expected revenue risk function |
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