| 最优外汇组合投资及管理 |
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| 引用本文： | 徐焱,荣喜民.最优外汇组合投资及管理[J].天津科技大学学报,2003(Z1). |
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| 作者姓名： | 徐焱 荣喜民 |
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| 作者单位： | 天津大学理学院，天津大学理学院 天津 300072，天津 300072 |
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| 基金项目： | 南开大学天津大学刘徽应用数学中心资助(2001T08) |
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| 摘 要： | 应用Markowitz组合证券投资理论对外汇投资进行了研究,讨论了外汇投资组合的选择和外汇储备的最优调整模型,并给出了最优组合投资及最佳调整策略,结合历史资料分别进行了计算和分析。
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| 关 键 词： | 外汇 投资组合 外汇储备 |
OPTIMAL PORTFOLIO AND MANAGEMENT OF FOREIGN EXCHANGES |
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| XU Yan,RONG Xi-min College of Science,Tianjin University,Tianjin ,China.OPTIMAL PORTFOLIO AND MANAGEMENT OF FOREIGN EXCHANGES[J].Journal of Tianjin University of Science & Technology,2003(Z1). |
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| Authors: | XU Yan RONG Xi-min College of Science Tianjin University Tianjin China |
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| Institution: | XU Yan,RONG Xi-min College of Science,Tianjin University,Tianjin 300072,China |
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| Abstract: | In this paper, investing method on foreign exchanges is studied by using Markowitz's
portfolio theory, selection on portfolio of foreign exchanges and optimal model on adjusting foreign
reserve are discussed, optimal adjusting tactics are given, and analyses on historical data are done. |
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| Keywords: | Foreign Exchange Portfolio Foreign Reserve |
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