| 确定最优证券组合的一种几何方法 |
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| 引用本文： | 王学平,侯为波. 确定最优证券组合的一种几何方法[J]. 淮北煤炭师范学院学报(自然科学版), 2000, 0(2) |
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| 作者姓名： | 王学平 侯为波 |
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| 作者单位： | 淮北电大数学教研室!淮北235000(王学平)，淮北煤师院数学系!淮北235000(侯为波) |
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| 摘 要： | 本文通过对风险厌恶模型解的性态分析 ,揭示了风险厌恶度的经济意义 ,并由此给出了确定最佳证券组合一种新方法———几何法 ,该方法较传统的无差异曲线法简单直观 ,便于操作
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| 关 键 词： | 最优证券组合 风险厌恶模型 厌恶度 |
A New Geometric Method for Determining Optimal Portfolio |
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| WANG Xue ping HOU Wei bo. A New Geometric Method for Determining Optimal Portfolio[J]. Journal of Huaibei Coal Industry Teachers College(Natural Science edition), 2000, 0(2) |
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| Authors: | WANG Xue ping HOU Wei bo |
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| Affiliation: | WANG Xue ping HOU Wei bo(Huaibei TV University) (Huaibei Coal Industry Teachers College) |
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| Abstract: | The economical meaning of risk aversion degree is presented and a new method,called geometric method,to determine an optimal portfolio is given by means of study the solutions of the risk aversion model.This method is simpler and clearer than the classical no difference curve method. |
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| Keywords: | optimal portfolio risk aversion model risk aversion degree |
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