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.
研究发现,在不同约束条件和不同时间区间下,最优资产配置不尽相同,但其收益-风险特征均优于市场组合。
It found out that the results were quite different in different constraints and different time intervals, but their riskreturn features were all superior to the general market portfolios.
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