主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院

Chinese Journal of Management Science ›› 2000, Vol. ›› Issue (3): 21-26.

Previous Articles     Next Articles

A Geometric Approach to Solving Optimal Weights of Portfolio

TU Xin-shu, WANG Jian   

  1. Administration School, Xiangtan University, Xiangtan 411105, China
  • Received:1999-11-20 Online:2000-09-28 Published:2012-03-06

Abstract: In this paper, by setting up a critical line equation of portfolio investment without or within non-negative restriction, we advance a method to find out the optimal weight of portfolio investment, whether yield or risk is given.

Key words: non-negative restriction, portfolio investment, critical line, optimal weight

CLC Number: