摘要
本文研究了证券收益率由多因素产生的证券组合投资优化问题,建立了不同投资约束条件下直接确定有效证券组合的模型,并给出了算法。
In this paper,we study the optimal problem of portfolio when the rate of return of security is affected by multi-factor. We set up decision models to determine the efficient portfolio directly at various investment constraints and present its solution method
出处
《固原师专学报》
1998年第6期9-13,共5页
Journal of Guyuan Teachers College
