| 证券数减少对证券组合有效前沿的影响 |
| |
| 引用本文： | 周夕志.证券数减少对证券组合有效前沿的影响[J].天水师范学院学报,2007,27(5):17-18. |
| |
| 作者姓名： | 周夕志 |
| |
| 作者单位： | 重庆师范大学,数计学院,重庆,400047 |
| |
| 摘 要： | 基于均值-方差(M-V)投资组合选择模型,建立了证券数减少情况下证券组合均值-方差模型,利用该模型分析了证券数减少对有效前沿的影响。结果表明,证券数减少会引起证券组合有效前沿向右(右上,右下,平行向右)漂移且开口变小,同时给出了相应的经济解释。
|
| 关 键 词： | 证券组合 有效前沿 漂移 |
| 文章编号： | 1671-1351(2007)05-0017-02 |
| 修稿时间： | 2007年5月21日 |
Influence on the Efficient Frontier of Portfolio with Decreasing Securities Number |
| |
| Zhou Xizhi.Influence on the Efficient Frontier of Portfolio with Decreasing Securities Number[J].Journal of Tianshui Normal University,2007,27(5):17-18. |
| |
| Authors: | Zhou Xizhi |
| |
| Abstract: | Based on mean-variance(M-V)portfolio selection model,the new M-V portfolio model with the number of security decreasing was established.With the new M-V portfolio,the influence of the number decrease on efficient frontier is obtained.The results show that the new efficient frontier drifts to right(up-right,down-right,or parallel-right) and its opening is narrower.The corresponding economic meaning is provided as well. |
| |
| Keywords: | portfolio efficient frontier drifting movement |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
