摘要
引入夏普比率模型,研究房地产投资组合优化问题,避免M-V组合模型中的主观约束条件,形成适用于不同投资者的统一目标函数。在夏普组合模型中,根据房地产固定交易成本率和平均持有期,一定程度上考虑了房地产市场非完全因素。
The real estate portfolio based on Sharpe ratio can produce a unified target function to the different investors without（devoid of） the subjective condition in the M-V models. In the Sharpe ratio portfolio model, the incomplete factors of the real estate market were to a certain degree given due attention according to the fixed cost rate and holding period.
出处
《山东建筑大学学报》
2007年第2期150-153,共4页
Journal of Shandong Jianzhu University
基金
国家自然科学基金项目(70341015)
