Based on the theory of portfolio investment. a two-argument mathematic model is established in the paper By comparison with the riskminimum criterion the criterion of expected utility maximum is fitter for the reality.
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- 本文結合證券投資有關(guān)理論建立了二元組合證券投資的數學(xué)模型,并就風(fēng)險最小和期望效用最大兩種評價(jià)標準進(jìn)行了比較,指出后者更加符合實(shí)際。