统计研究 ›› 1996, Vol. 13 ›› Issue (6): 59-62.

• 论文 • 上一篇    下一篇

组合证券投资风险最小化模型研究

杨桂元; 马永开; 唐小我   

  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:1996-12-07 发布日期:1996-12-07

Study on the Minimized Risk Model of Combined Securities Investment

Yang Guiyuan; Ma Yongkai; Tang Xiaowo   

  • Received:1900-01-01 Revised:1900-01-01 Online:1996-12-07 Published:1996-12-07

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.