摘要
Ｍａｒｋｏｗｉｔｚ资产组合均值方差理论是现代资产组合理论和金融理论的奠 基石。本文在此基础上，借助于期望效用函数这个工具，有效地设计出了 确定特定投资者最优投资组合的方法。
The portfolio mean-variance theory of Markowitz is the foundation of modern portfolio theory and modern financial theory. This paper,based on the theory, effectively designs a method for determining a specific investor's optimal portfolio by means of the utility function.
出处
《系统工程》
CSCD
2000年第2期36-39,共4页
Systems Engineering
