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从 E- Sh风险的角度建立并研究了允许卖空与不允许卖空情形下证券组合投资多目标决策模型 ,同时给出了计算最优投资比例系数的方法
From the point of view of E-Sh risk, a multi-objective decision-making model for portfolio investment under the condition of short selling and no short selling is established and studied. At the same time, a method of calculating the optimal investment proportion coefficient