A Caculation Method of Portfolio Investment under the Risk Mininiz
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F832.5

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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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刘星 杨秀苔.一种基于风险最小化下证券组合投资的计算方法[J].重庆大学学报,1995,18(6):7~12

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