| 组合证券投资风险最小化模型研究 |
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| 引用本文： | 杨桂元,马永开,唐小我. 组合证券投资风险最小化模型研究[J]. 统计研究, 1996, 13(6): 59-62 |
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| 作者姓名： | 杨桂元 马永开 唐小我 |
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| 作者单位： | 安徽财贸学院，电子科技大学管理学院 |
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| 基金项目： | 国家教委优秀年轻教师基金 |
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| 摘 要： | 组合证券投资风险最小化模型研究①杨桂元马永开唐小我ＡＢＳＴＲＡＣＴ①国家教委优秀年轻教师基金资助项目。ＢａｓｅｄｏｎｇｅｎｅｒａｌＭｉｎｉｍｉｚｅｄＲｉｓｋＭｏｄｅｌｏｆＣｏｍｂｉｎｅｄＳｅｃｕｒｉｔｉｅｓｉｎｖｅｓｔｍｅｎｔ，ｔｈｅａｕｔｈｏｒｓｓ...
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Study on the Minimized Risk Model of Combined Securities Investment |
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| Yang Guiyuan,Ma Yongkai,Tang Xiaowo. Study on the Minimized Risk Model of Combined Securities Investment[J]. Statistical Research, 1996, 13(6): 59-62 |
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| Authors: | Yang Guiyuan Ma Yongkai Tang Xiaowo |
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| Abstract: | Based on general Minimized Risk Model of Combined Securities investment, the authors study it under conditions of without anticipated revenue rate and with anticipated revenue rate but no speculation on a fall, and relations between these models. This study provides the theoretical basis for choice of the anticipated revenue rate. |
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