| 基于混料试验设计的组合投资研究 |
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| 引用本文： | 燕飞,张崇岐.基于混料试验设计的组合投资研究[J].广州大学学报(综合版),2012(1):13-16. |
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| 作者姓名： | 燕飞 张崇岐 |
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| 作者单位： | 广州大学数学与信息科学学院,广东广州510006 |
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| 基金项目： | 国家自然科学基金项目（10871054）资助 |
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| 摘 要： | 以MARKOWITZH的证券投资理论为基础，考虑基于混料试验设计的证券投资组合研究．实证分析表明：在满足G一最优性的试验设计下，证券组合的最大风险达到最小，从而算得组合风险最小时的投资比例系数．
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| 关 键 词： | 证券组合投资 混料试验设计 G-最优性 组合风险 |
Portfolio investment based on mixture experimental designs |
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| YAN Fei,ZHANG Chong-qi.Portfolio investment based on mixture experimental designs[J].Journal of Guangzhou University,2012(1):13-16. |
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| Authors: | YAN Fei ZHANG Chong-qi |
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| Institution: | (School of Mathematics and Information Sciences, Ouangzhou University, Guangzhou 510006, China) |
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| Abstract: | On the basis of the security investment theory of MARKOWITZ H, this paper applies mixture experi- ments designs to security portfolio investment. According to the empirical analysis, the maximum portfolio risk will de minimum at the G-optimal experiment design, and cient of portfolio for risk minimum. we can calculate the investment proportional coeffi- |
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| Keywords: | security portfolio investment mixture experiments designs G-optimality portfolio risk |
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