摘要
由于马柯维茨 (Markowitz)证券组合投资模型是建立在一系列严格的假设条件下 ,其实际有效性及应用范围均受到一定的限制。本文以Markowitz证券组合投资模型为基础 ,通过放宽模型的假设条件 ,对其进行拓广 ,并建立相应的模型。
Due to its strict assumptions, the empiric efficiency and application of Markowitz's portfolio model is limited to some extent. Based on the model, this current paper expands it through liberalizing its assumptions, and establishes the corresponding models.
出处
《暨南学报（哲学社会科学版）》
CSSCI
2001年第6期66-69,共4页
Jinan Journal(Philosophy and Social Sciences)
