| 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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| XU Long-feng. Generalizations of H. Markowitz''''s Model of Expectation-Variance for Risk Investment Decision[J]. , 2003, 20(2): 46-48 |
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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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