中国管理科学 ›› 2004, Vol. ›› Issue (5): 17-22.
邹辉文1,2, 汤兵勇2
收稿日期:
2004-01-15
修回日期:
2004-07-20
出版日期:
2004-10-28
发布日期:
2012-03-07
基金资助:
ZOU Hui-wen1,2, TANG Bing-yong 2
Received:
2004-01-15
Revised:
2004-07-20
Online:
2004-10-28
Published:
2012-03-07
摘要: 探讨CAPM中风险资产市场组合的替代品选择问题。指出只有算术平均指数(拉斯贝尔指数)表示的市场指数组合才适宜用来代替真正的市场组合。通过选取s个代表风险资产,得出从中选取有效资产组合作为真正的市场组合的替代品的条件。
中图分类号:
邹辉文, 汤兵勇. 风险资产市场组合的替代品问题的理论探讨[J]. 中国管理科学, 2004, (5): 17-22.
ZOU Hui-wen, TANG Bing-yong . Study of Choosing a Substitute for the Market Portfolio of Risk Assets[J]. Chinese Journal of Management Science, 2004, (5): 17-22.
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