摘要
分析了投资组合均值方差模型的最优解有时会出现负分量(卖空)的情形,给出了M-V模型的最优解出现负分量的一个充分条件;进一步分析了投资组合M-V模型中出现的投资额增加收益反而减少的所谓“多反而少”现象的充要条件.
Though research of question about negative variable appears in M-V model＇s best solution now, and then, the paper give a sufficient condition about negative variable appearing in M Vmodel＇s best solution. Furthermore,it analyses the phenomenon occurred in M-V portfolio model. The phenomenon is called ＂plus but dearth＂ , and appears that more funds on investments presents abatement on returns. Necessary and sufficient conditions are given for the ohenomenon to occur.
出处
《固原师专学报》
2006年第3期60-63,共4页
Journal of Guyuan Teachers College
