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本文以最值、均值和方差作为工具,建立了两种证券投资组合收益与方差的模型,比较严谨地论证了随着相关系数的变化,两种证券投资组合权数的优化选择方法。
In this paper, we use the best value, mean value and variance as a tool to establish two models of returns and variances of securities investment portfolio, and rigorously demonstrate the optimal selection method for the weights of the two securities portfolios as the correlation coefficient changes.