| A Caculation Method of Portfolio Investment under the Risk Mininiz |
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| 作者姓名： | Liu Xing Yang Xiutai |
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| 作者单位： | Liu Xing;Yang Xiutai |
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| 摘 要： | According to the security investment theory of Markowitz,this paper presents aCaculation method of portfolio investment under the risk minimization,and some mathematic expres-sions of the efficient frontier for portfolio investment are conducted.Based on these,the efficientfrontier is proved as a parabola,and a practical caculation process is given.
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| 关 键 词： | portfolio risk minimization caculation method |
A Caculation Method of Portfolio Investment under the Risk Mininiz |
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| Liu Xing,Yang Xiutai.A Caculation Method of Portfolio Investment under the Risk Mininiz[J].Storage & Process,1995(6):7-12. |
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| Authors: | Liu Xing Yang Xiutai |
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| Institution: | Liu Xing;Yang Xiutai |
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| Abstract: | According to the security investment theory of Markowitz,this paper presents aCaculation method of portfolio investment under the risk minimization,and some mathematic expres-sions of the efficient frontier for portfolio investment are conducted.Based on these,the efficientfrontier is proved as a parabola,and a practical caculation process is given. |
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| Keywords: | portfolio risk minimization caculation method |
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