| 证券组合投资有效边界的研究及无风险投资对其的影响 |
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| 引用本文： | 王霄羽.证券组合投资有效边界的研究及无风险投资对其的影响[J].河南机电高等专科学校学报,2004,12(5):75-76. |
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| 作者姓名： | 王霄羽 |
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| 作者单位： | 江西财经大学,江西,南昌,330013 |
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| 摘 要： | 本基于分散风险而进行证券组合投资问题出发，研究了证券组合投资有效边界的确定，并在以允许卖空的风险证券组合投资有效边界研究的基础上，分析了无风险投资的引入对风险证券组合投资有效边界的影响，并给出了无风险投资与风险组合投资再组合的有效边界的若干数学结果。
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| 关 键 词： | 证券组合投资 有效边界 无风险投资 |
| 文章编号： | 1008-2093(2004)05-0075-02 |
| 修稿时间： | 2004年2月22日 |
The efficient boundary of the stocks combination investment and the influence on it by the risk- free investment |
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| WANG Xiao-yu.The efficient boundary of the stocks combination investment and the influence on it by the risk- free investment[J].Journal of Henan Mechanical and Electrical Engineering College,2004,12(5):75-76. |
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| Authors: | WANG Xiao-yu |
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| Abstract: | Through proceeding from the stocks combination investment for dispering risk, the author discusses and finds out the efficient boundary of stocks combination investment.Based on study of the efficient boundary of the portfolio selection allowing short selling,the paper discusses the influence on the efficient boundary of the portfolio selection by risk-free investment.The mathematic formulation and other results of the efficient boundary recombined by risk-free investment and the risk portfolio selection are given. |
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| Keywords: | portfolio seletion efficient boundary risk-free investment |
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