摘要
给出了证券组合模型,在其使对称矩阵与对角矩阵合同的可逆阵的一般规律基础上,推导出证券投资组合给合权数的解析表达式,并给出实例验证.
Based on the given securities matrix, the analyze expression formula justified with the exampl combination model and of securities investment the justified general principle of the invertible combination right counting was deduced and
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2006年第2期189-193,共5页
Journal of Jilin University:Science Edition
关键词
投资组合
对称矩阵
可逆矩阵
算法
investment combination
symmetric matrix
invertible matrix
algorithm
