摘要
在β值证券组合投资决策模型的基础上 ,从允许卖空和不允许卖空两个方面分别提出了允许持有无风险资产的β值证券组合投资决策模型 ,研究了它们的解的存在条件和求解方法 .
On the basis of the β\|value portfolio investment decision model, this paper presents two \$β\$\|value portfolio investment decision models that are allowed to hold risk\|free security according to presumption of short sale allowed and no short sale. Moreover, we study the condition under which solution of the models exists and the method of solving the models.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2000年第12期26-31,72,共7页
Systems Engineering-Theory & Practice
基金
国家杰出青年科学基金! ( 7972 50 0 2 )
