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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.
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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:
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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