Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Journal of Shenyang Institute of Aeronautcal Engineering》 2002-01
Add to Favorite Get Latest Update

A method solving the best risk portfolio of securities

CHEN Wei ZHANG You-xu (Liaoning Finace college,Liaoning Dandong 118001)  
This article shows a method solving the best risk portfolio of securities including non-risk part under sell short restrictions. Furthermore,introduction of a method of Utility Analysis considering risk compensation enables geometric method to solve the distributing problem between risk and non-risk portfolio assets.
【CateGory Index】: F830.9
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
Chinese Journal Full-text Database 10 Hits
1 HE Chao-lin, WANG Xu (Dept. of Text.& Cost., Anhui Insititute of Mechanical& , Wuhu 241000, China);On the portfolio model coefficients employing the quadratic programming[J];Journal of Anhui Institute of Mechanical and Electrical Engineering;2001-02
2 ZHOU Xiao hong (Anhui University of Technology and Science, Wuhu 241000, China);Risk analysis of hi-tech project[J];Journal of Anhui University of Technology and Science;2003-02
3 HE Guang-ping (Dept.Math.,Baoji Coll.Arts & Sci.,Baoji 721007,Shaanxi,China);A mathematical programming model for multi-projects investment decision[J];Journal of Baoji College of Arts and Science(Natural Science Edition);2001-01
4 HE Guang ping (Dept.Math.,Baoji Coll.Arts & Sci.,Baoji 721007,Shaanxi,China);Mean-risk rule and compatibility with expected utility rule[J];Journal of Baoji College of Arts and Science(Natural Science Edition);2001-03
5 MA Guo-shun,QI Chun-ze(College of Mathematics and Information Science,Northwest Normal University,Lanzhou 730070,China);Improvement of Probability Analysis of Project Investment Risk[J];Journal of Changchun Normal University;2006-10
6 LIHua~(1,2),LIXing-si~(*3)( 1.Dept. of Appl. Math., Dalian Univ. of Technol., Dalian 116024, China;2.School of Econ. & Manage., Anshan Univ. of Sci. & Technol., Anshan 114044, China;chnol., Dalian 116024, China );Research on entropy optimization models in securities′ portfolio selection[J];Journal of Dalian University of Technology;2005-01
7 By MA Yong kai(Anhui Institute of Finance and Trade,Bengbu 233041,China);TANG Xiao wo (Management College,UEST of China,Chengdu 610054,China);β-model for Portfolio Investment Decision under the Condition of No Short Sale[J];JOURNAL OF INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT;1999-04
8 CHENG Xijun,XU Jixin,NIE Chenxi (Department of Management of USTC,Anhui Hebei 230026,China);Stock Market in a Reformed Socialist Economy:An Empirical Study of China Shanghai Stock Market[J];JOURNAL OF HEBEI UNIVERSITY OF SCIENCE AND TECHNOLOGY;2000-01
10 ZhouXiaohong,chengxijun;A Study on Segmented CML & CAPM[J];Value Engineering;2001-03
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved