摘要
根据企业理财中投融资决策的互动机理 ,将资本结构与投资组合优化结合起来 ,在证券组合模型基础上 ,引入资本结构这一重要因素 ,研究了资本结构作用下市场投资组合点的轨迹 。
This paper is concerned with optimal portfolio selection under influenc of the capital structure. Some relation between capital structure and an optimal portfolio are explored. Based on these relations, we sutdy action of the capital structure and trail of the market portfolio selection under influence of the capital structure. This provides a method for the market portfolio selection under any fixed capital structure.
出处
《管理科学学报》
CSSCI
2000年第3期75-81,共7页
Journal of Management Sciences in China
基金
国家自然科学基金资助项目! (79870 0 31)
