Chinese Journal of Management Science ›› 2000, Vol. ›› Issue (3): 21-26.
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TU Xin-shu, WANG Jian
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Abstract: In this paper, by setting up a critical line equation of portfolio investment without or within non-negative restriction, we advance a method to find out the optimal weight of portfolio investment, whether yield or risk is given.
Key words: non-negative restriction, portfolio investment, critical line, optimal weight
CLC Number:
F224
O224
TU Xin-shu, WANG Jian. A Geometric Approach to Solving Optimal Weights of Portfolio[J]. Chinese Journal of Management Science, 2000, (3): 21-26.
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