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author:

邹辉文 (邹辉文.) [1] (Scholars:邹辉文)

Indexed by:

CQVIP PKU CSCD

Abstract:

讨论了资本资产定价模型(CAPM)中两类资产组合有效前沿边界的相切关系,介绍了一些著作和教科书中对它的处理方式,事实上他们均未给出严格意义上的证明.本文对两类资产组合有效前沿边界的相切关系给出了三种较严格的证明.

Keyword:

切线 市场组合 有效资产组合 资本资产定价模型(CAPM)

Community:

  • [ 1 ] [邹辉文]福州大学

Reprint 's Address:

  • 邹辉文

Email:

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Related Keywords:

Source :

数学的实践与认识

ISSN: 1000-0984

CN: 11-2018/O1

Year: 2009

Issue: 9

Volume: 39

Page: 14-20

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: -1

Chinese Cited Count:

30 Days PV: 0

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