摘要
表文讨论了证券组合投资的主要性质,并分卖空和不允许卖空二种情况,分析了最优证券组合的选择问题。
This paper discusses the main property of portfolios combination. Two cases are discusssed,i. e. portfolio investment with selling short and with no short selling one. The optmum portfolios combination problem is also analysed.
出处
《河北省科学院学报》
CAS
1998年第3期26-28,共3页
Journal of The Hebei Academy of Sciences
关键词
证券组合
卖空
二次规划
证券投资
风险
Portfolios combination,Selling short,Quadratic programming
