| 证券投资组合管理中的无差异曲线法及其评价 |
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| 引用本文： | 田立中.证券投资组合管理中的无差异曲线法及其评价[J].湖南工业大学学报,2001,15(2). |
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| 作者姓名： | 田立中 |
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| 作者单位： | 湖南师范大学经济与管理学院, |
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| 摘 要： | 不存在无风险借贷时 ,通过对证券投资组合收益与风险分析 ,可以确定有效界面 ;存在无风险借贷时 ,以上所得有效界面则会改变。在考虑效用函数的基础上 ,可以分别推导出以上两种情况下的最优资产组合 ,并可根据实际的政策条件 ,进行比较分析。
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| 关 键 词： | 证券投资组合 收益 风险 有效界面 无差异曲线 |
The Way of Indifference Curve of Securities Portfolio Management and Its Assessment |
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| TIAN Li-Zhong.The Way of Indifference Curve of Securities Portfolio Management and Its Assessment[J].Journal of Hnnnan University of Technology,2001,15(2). |
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| Authors: | TIAN Li-Zhong |
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| Abstract: | When there is no non-risk loan,the effective interface can be determined by analysing profit and risk of securities porfolio.Otherwise,when no-risk loan exists,the effective interface must be changed.On the basis of considering effectiveness function,the best securities portfolio on the foregoing two kinds of condtion may be derived,and then comparative analysis is able to be carried out according to the factual policy condition. |
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| Keywords: | securities portfolio profit risk effective interface indiffeence curve |
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