摘要
先证明证券市场中所有证券同值变动时 ,证券有效边界将上下平行移动 .然后引入无差异曲线来说明市场中证券期望收益率同方向变化且变化值相差不大时 ,不必改变证券组合 .
This paper proves that the effective frontier of portfolio will move in parallel when all the securities return in the portfolio changes in same value.Meanwhile the indifference curve also shows that it is not neccessary to change the security combination when such changes in return possess similarity.
出处
《湖南大学学报（自然科学版）》
EI
CAS
CSCD
2000年第5期108-112,共5页
Journal of Hunan University:Natural Sciences
关键词
证券组合
期望收益率
有效边界
证券市场
security portfolio
expected rate of return
effective frontier
risk free credit
