| 关于最小方差集的矩阵解及性质分析 |
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| 引用本文： | 程希骏,曹崇延.关于最小方差集的矩阵解及性质分析[J].上海海事大学学报,1998(3). |
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| 作者姓名： | 程希骏 曹崇延 |
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| 作者单位： | 中国科技大学 |
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| 基金项目： | 中国科学院择优支持回国工作基金 |
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| 摘 要： | 在一般的投资模型下，给出了最小方差集的矩阵解，讨论了最小方差集的一些性质，同时作了一些有益的推论。
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| 关 键 词： | 组合，最小方差集，矩阵 |
An Analysis of Matrix Solution to Minimum Variance Set Model and Its Qualities |
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| Cheng Xijun,Cao Chongyan.An Analysis of Matrix Solution to Minimum Variance Set Model and Its Qualities[J].Journal of Shanghai Maritime University,1998(3). |
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| Authors: | Cheng Xijun Cao Chongyan |
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| Institution: | Cheng Xijun Cao Chongyan |
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| Abstract: | In this paper, the Matrix Solution to MVS model is introduced and its qualities are discussed. At the same time, we present some useful corollaries. |
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| Keywords: | portfolio minimum variance set matrix |
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