| 我国股市资产组合理论的研究 |
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| 引用本文： | 刘铁锤. 我国股市资产组合理论的研究[J]. 中国科技信息, 2005, 0(7): 81-81 |
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| 作者姓名： | 刘铁锤 |
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| 作者单位： | 厦门大学,经济学院金融系,361005 |
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| 摘 要： | 介绍资产组合理论在我国的研究情况,分析卖空在模型中的作用,求解不允许卖空条件下含风险证券和无风险证券的马克维兹模型的树形算法。
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| 关 键 词： | 不允卖空 资产组合模型 |
Study on Modern Portfolio Theory of China |
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| LIU Tie-chui. Study on Modern Portfolio Theory of China[J]. CHINA SCIENCE AND TECHNOLOGY INFORMATION, 2005, 0(7): 81-81 |
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| Authors: | LIU Tie-chui |
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| Affiliation: | LIU Tie-chui School of Economics,Xiamen University,Xiamen361005,China |
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| Abstract: | This article introduces the research condition of the modern Portfolio theory China under no addimission conditions and analyses the usage of short sale.It introduces how to solve the tree analysis method of Harry Markowitz mode which only contained risky asset and risk-free asset |
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| Keywords: | no addimission short sale Harry Markowitz mode |
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