摘要
以允许卖空的风险证券组合投资有效边界、有效集研究为基础，分析了无风险投资的引入对风险证券组合投资有效边界、有效集的影响，并给出了无风险投资与风险组合投资再组合的有效边界、有效集等若干数学结果．
Based on the study of the efficient boundary and the efficient set of the portolio selection allowing short selling,the paper discusses the influence on the efficient boundary and the efficient set of the portfolio selection by the risk free investment.The mathematic formulation and other results of the efficient boundary and the efficient set recombined by the risk free investment and the risk portfolio selection are given.
出处
《湖南大学学报（自然科学版）》
EI
CAS
CSCD
1997年第2期103-109,共7页
Journal of Hunan University:Natural Sciences
基金
湖南省自然科学基金
社会科学基金
关键词
证券组合投资
有效边界
无风险投资
有效投资
portfolio selection,efficient boundary,efficient set,risk free investment
