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《Journal of Beijing University of Aeronautics and Astronautics(Social Sciences Edition)》 2006-01
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Simplified Algorithms for Portfolio Selection and Its Application

LIU Jun-li(School of Economics and Management,Beijing University of Aeronautics and Astronautics,Beijing 100083,China)  
Although computer technology is very advanced today,the application of Markowitz's portfolio theory to optimize portfolio selection is still very tedious.Therefore,this papers introduces the simplified algorithm for portfolio selection developed by scholars on the basis of market index model of CAPM,which can work as a simplified algorithm for mutual funds portfolio selection and produce a positively sizable effect on market operation.
【CateGory Index】: F224
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1 LIU Ya-xu(1,2),WANG Ying-luo1 (1.School of Management,Xi'an Jiaotong University,Xi'an 710049,China;2.Tubular Goods Research Center of CNPC,Xi'an 710065,China);Investment Combination Selection[J];Systems Engineering;2007-02
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3 ZOU Ya-sheng ZHANG Ying;Personal Finance:Analysis Based on the Theory of Life-cycle and Theory of Modern Finance[J];International Business;2007-04
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