| 存在无风险资产时组合投资的有效边界 |
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| 引用本文： | 高文涛,叶健华.存在无风险资产时组合投资的有效边界[J].唐山学院学报,2001(4). |
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| 作者姓名： | 高文涛 叶健华 |
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| 作者单位： | 武汉理工大学管理学院 湖北武汉430070
(高文涛)，武汉理工大学管理学院 湖北武汉430070(叶健华) |
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| 基金项目： | 国家自然科学基金资助项目 ( 79970 0 0 4) |
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| 摘 要： | 应用图解法和规划法给出了存在无风险资产时投资的有效边界 ,特别是存在无风险资产的情况下 ,用规划法确定有效边界的推导过程弥补了许多文献对规划法确定有效边界的不足 ,指导投资者进行实际的投资操作
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| 关 键 词： | 无风险资产 风险资产 有效边界 投资 |
The Efficient Boundary of Portfolio Allowing Risk-free Asset Investment |
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| GAO Wen tao,YE Jian hua.The Efficient Boundary of Portfolio Allowing Risk-free Asset Investment[J].Journal of Tangshan College,2001(4). |
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| Authors: | GAO Wen tao YE Jian hua |
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| Abstract: | In the paper we present the efficient boundary of portfolio allowing risk free asset investment with two methods,graphics and programming analysis,especially with the method of programming analysis we remedy defects in many papers.Investors may invest according to the results presented in the paper in practice. |
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| Keywords: | risk free asset risk asset efficient boundary investment |
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