我们的网站为什么显示成这样?

可能因为您的浏览器不支持样式,您可以更新您的浏览器到最新版本,以获取对此功能的支持,访问下面的网站,获取关于浏览器的信息:

|Table of Contents|

Markowitz组合证券投资决策模型的修正(PDF)

《南京林业大学学报(自然科学版)》[ISSN:1000-2006/CN:32-1161/S]

Issue:
2005年01期
Page:
51-54
Column:
研究论文
publishdate:
2005-01-20

Article Info:/Info

Title:
A Study on the Revising Markowitz’s Portfolio Selection Model
Article ID:
1000-2006(2005)01-0051-04
Author(s):
YANG Ming-hui1 ZHANG Zhi-guang2 REN Bai-lin1 XIE Yu2
1. College of Information Science and Technology Nanjing Forestry University, Nanjing 210037, China; 2. College of Economics and Management Nanjing Forestry, Nanjing 210037, China
Keywords:
Portfolio selection Risk measure Optimization model
Classification number :
O24; F832
DOI:
10.3969/j.jssn.1000-2006.2005.01.012
Document Code:
A
Abstract:
On the basis of studying shortcomings about Markowitz’s model,a revised model is given in this paper. By means of drawing the concept of the risk on the value,this paper define the concept about profit and risk of portfolio composition again and combine these two objects into a single one well by drawing the investor’s psychological coefficient which describes the investor’s intention value to these two objects. So,Markowitz’s model is turned into a linear programming model. In the end,the revised model is applied to how to decide the proportion of 9 stocks in Shenzhen stock market, which verifies the effectivness of the model.

References

-

Last Update: 2013-05-20