| 具有偏好系数允许卖空的投资组合模型解存在的条件 |
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| 引用本文： | 刘文昱.具有偏好系数允许卖空的投资组合模型解存在的条件[J].兵团教育学院学报,2009,19(6):43-45. |
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| 作者姓名： | 刘文昱 |
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| 作者单位： | 石河子大学,师范学院/兵团教育学院,新疆,石河子,832003 |
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| 摘 要： | 在投资组合各种模型中，具有偏好系数的投资组合模型是最重要的模型之一，对其求解的研究具有理论价值。本文利用矩阵分块理论对此模型进行了研究，并给出了此模型解存在的一个充分条件。
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| 关 键 词： | 偏好系数 投资组合模型 Hessian矩阵 |
On the Condition for the Existence Of the Model with Preference Coefficient for Investing Combinatory |
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| LIU Wen-yu.On the Condition for the Existence Of the Model with Preference Coefficient for Investing Combinatory[J].Journal of Bingtuan Education Institute,2009,19(6):43-45. |
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| Authors: | LIU Wen-yu |
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| Institution: | LIU Wen - yu (Normal College of Shihezi University/Bingtuan Education Institute,Shihezi,Xinjiang 832003, China) |
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| Abstract: | Among models for investing combinatory,this model with preference coefficient is one of the most important models.Therefore,studying its solution hasa theoretical value.In this paper,the model is studied by using block-matrix theorem,and a solution to obtaining the sufficient condition for its existence is given. |
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| Keywords: | preference coefficient models of investing combinatory Hessian matrix |
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