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ma ke wei ci zu he mo xing xing zhi tan jiu
Author(s): 
Pages: 285,226
Year: Issue:  33
Journal: Venture Capital

Keyword:  均值方差模型投资组合有效边界模型期望波动率相关系数协方差;
Abstract: 在资产组合理论中,马科维茨组合理论是其中最为成熟的理论之一.在发达的证券市场中,马科维茨投资组合理论被广泛地应用于组合选择和资产配置.本文将会对马科维茨组合模型的两个重要内容:均值方差模型和投资组合有效边界模型的性质进行探究,以了解其在投资过程中的应用.
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