These two problems, which have not been studied by now, have a close relationship with efficient subset for portfolio selection provided by Shi Shuzhong and Yang lie.
这两个问题跟史树中和杨杰提出的证券组合选择的有效子集密切相关，目前还没有人研究过。
参考来源 - 证券选择的多元化问题研究·2,447,543篇论文数据，部分数据来源于NoteExpress
We concluded that the covariance matrix is nonpositive definite, there is either arbitrage opportunity or efficient subset.
当协方差矩阵非正定时，要么存在套利机会，要么存在有效子集（即有多余的证券存在）。
Introducing prices of securities, this paper classifies general securities sets by portfolio frontier and then a direct proof for a determinant theorem about Efficient Subset is obained.
本文通过引入证券价格，讨论一般证券集组合前沿的分类，并据此直接证明判定某个证券子集是全集的有效子集的一个充要条件。
Subset simulation is a general method for structural dynamic reliability computation, and it is especially efficient for small failure probability computation of nonlinear structure.
子集模拟法在计算结构动力可靠度时适用范围较广，针对非线性结构小失效概率的计算效率较高。
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