摘要
在根据均匀设计点产生初始投资组合方案的基础上，应用相对有效性的ＤＥＡ评价方法，给出最佳投资组合决策方案．实证分析表明了该方法的有效性。
On the basis of uniforn design point generation of the first investment portfolio plan, we applythe DEA technique of relative effectiveness evaluation, and give the optimum investment portfolio decisionproject. The case analysis demonstrates the effectiveness of this method.
出处
《中国管理科学》
CSSCI
1999年第4期41-46,共6页
Chinese Journal of Management Science
关键词
证券投资
均匀设计
DEA
CML
securities investment, uniform design, data envelopment analysis (DEA)
capital market line
