标准化方法确定证券组合的有效边缘

中国管理科学 ›› 2004, Vol. ›› Issue (4): 24-27.

标准化方法确定证券组合的有效边缘

孙富

呼伦贝尔学院, 内蒙自治区海拉尔, 021008

收稿日期:2003-04-18 修回日期:2004-05-09 出版日期:2004-08-28 发布日期:2012-03-07

Standardized Method of Defining Significant Fringe of Stock Combination

SUN Fu

Department of Mathematics, Hulun Buir College, Hailaer 020008, China

Received:2003-04-18 Revised:2004-05-09 Online:2004-08-28 Published:2012-03-07

摘要/Abstract

摘要： 本文在建立符号系统的基础上,推导出证券组合方差二次型的标准形式表达式,并得到线性替换的一般表达式,给出应用标准化方法求解组合的有效边缘的方法和实例验证。

关键词: 标准化, 线性替换, 有效边缘

Abstract: On the basis of the symbol system,this thesis reasons and proves the standand expression of deviation quadratic form of stock combination and gets the general epression under linear substitution. It also expounds the way to find a solution of stock combination and illustrutes with some examples.

Key words: standardize, linear transformation, significant fringe

中图分类号:

O231
F224

孙富. 标准化方法确定证券组合的有效边缘[J]. 中国管理科学, 2004, (4): 24-27.

SUN Fu. Standardized Method of Defining Significant Fringe of Stock Combination[J]. Chinese Journal of Management Science, 2004, (4): 24-27.