Some Properties and Model of the Efficient Margin in Portfolio Combinatorial Investment
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摘要:
证明了组合投资中有效边界的几个性质，并建立了一个计算最优证券组合投资比重向量的数学模型。
Abstract:
This paper proves some properties of the efficient margin in portfolio combinatorial investment and presents a methematical model for calculating the optimal weighted vector of portfolio combinatorial investment
