进而,本文考察了加入无风险资产后的最优组合问题,并给出了一个例子的求解。
The author also considered the optimum portfolio selection problem with risk-free assets and gave a instance to show how to solve the problem.
文章考虑投资者自身预测力存在估计误差的感知风险(参数不确定性)对投资者最优资产组合选择问题的影响。
The paper analyses the parameter uncertaintys effect on the investors optimal portfolio choice, it suggests if the investor ignores the estimation risk, he may by lead to take p.
本研究通过引入单位风险的概念,并结合有效边界上的单位风险极小点,给出了各种情况下有风险投资和无风险投资的最优组合方案。
By introducing the concept of unit risk and combining the risk minimum point on optimum investment curve, the article offers the optimum combination plan under various circumstances.
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