一类组合证券投资决策  

A Kind of Decisions of Portfolio Investment

作　　者：史代敏[1] 

机构地区：[1]西南财经大学抄数学教研室,成都610074

出　　处：《系统工程》1997年第2期46-49,共4页Systems Engineering

摘　　要：本主讨论了投资者效用与投资者的组合投资决策.由于投资者对组合投资方案的选择是以效用最大化为准则,因此,我们首先考察了投资者效用的拟合和期望效用,然后讨论了在允许卖空和不允许卖空的条件下,投资者的最优投资决策方案.In this paper,the utility and decisions of investor are concerned. Because obtaining maximally expected utility is the purpose of investor who invests portfolio, the utility of investor is fitted with exponential utility function at first;then,the optimal decisions,under the condition of allowing or not allowing short sales,are studied.

关 键 词：投资决策 组合投资 证券 

分 类 号：F830.9[经济管理—金融学]