摘要
针对证券投资收益按连续复利计算的情形 ,研究 E- V风险下的证券组合投资模型 ,并给出了计算最优投资比例系数的方法 .
Based on the returns of portfolio investment caculated by continuous compound interest,we study the decision making model for portfolio investment under E V risk and come up with a method for caculating optimal investment proportional coefficient.
出处
《华东交通大学学报》
2001年第4期66-68,共3页
Journal of East China Jiaotong University
