李晋枝, 乔克林, 何树红. 限制卖空条件下的证券投资组合[J]. 云南大学学报(自然科学版), 2002, 24(6): 405-408.
引用本文: 李晋枝, 乔克林, 何树红. 限制卖空条件下的证券投资组合[J]. 云南大学学报(自然科学版), 2002, 24(6): 405-408.
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LI Jin-zhi, QIAO Ke-lin, HE Shu-hong. Portfolio model under limited short sales[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(6): 405-408.
Citation: LI Jin-zhi, QIAO Ke-lin, HE Shu-hong. Portfolio model under limited short sales[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(6): 405-408.
shu

限制卖空条件下的证券投资组合

Portfolio model under limited short sales

    摘要
  • 摘要: 阐述了卖空在证券组合投资策略中的作用,并对实际证券市场中的卖空进行分析.提出了限制性卖空条件下的证券组合投资决策方法,得出较为一般的公式,对几种特殊情形作出分析,并列举实例证明其可行性.

     

    Abstract: The action of short sales in investment portfolio policy is mainly discussed,and short sales of market in reality is analysed.Portfolio investment policy is offered on the condition of limited short sales .General formula is also given and some special conditions are analysed.

     

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