Markowitz Capital Investment Combination Model'''' Easy Algorithm Based on Protrusion Analysis
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Abstract:
Markowitz capital investment combination model has been continually mended since it was put forward. However,it has one drawback the data is too hard to be disposed. Markowitz model of equality constraint protrusion analysis is constructed,including the generic restriction conditions. Then a easy algorithm method via the construction of equation group instead of the solving contrary matrix is proposed.
