Optimal Decision Portfolio Investment Under the Condition of Nonshort Sale

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- Optimal Decision Portfolio Investment Under the Condition of Nonshort Sale
- Vol. 19, Issue 3, Pages: 87-90(2002)
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- Published：2002
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钱艳英. 限制卖空条件下证券组合投资的优化决策[J]. 广东工业大学学报, 2002, 19(3): 87-90.

QIAN Yan-ying. Optimal Decision Portfolio Investment Under the Condition of Nonshort Sale[J]. 2002, 19(3): 87-90.
钱艳英. 限制卖空条件下证券组合投资的优化决策[J]. 广东工业大学学报, 2002, 19(3): 87-90. DOI：

QIAN Yan-ying. Optimal Decision Portfolio Investment Under the Condition of Nonshort Sale[J]. 2002, 19(3): 87-90. DOI：

Markowitz资产组合均值方差理论是现代资产组合理论和金融理论的奠基石.本文利用Markowitz模型

对限制卖空条件下最优投资权重的确定方法加以理论推导

从而论证了这种求解最优投资权重的方法是科学、有效的.

钱艳英. 组合证券投资的进一步探讨——限制卖空时最优投资权重的一种新解法[J]. 中山大学学报论丛. 2001(01)

郭存芝. 现代证券组合投资理论在我国的应用研究[J]. 数量经济技术经济研究. 2001(01)

杨桂元,唐小我. 不允许卖空的组合证券投资决策方法研究[J]. 运筹与管理. 1998(04)

曾勇,唐小我. 不允许卖空情况下组合证券有效边界的确定方法[J]. 技术经济. 1994(10)

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