马克维茨
- 网络Markowitz
马克维茨-
本文概述了国内外在马克维茨均值-方差模型领域的研究成果。
The paper summarized domestic and international research results in the field of Markowitz s mean-variance model .
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在介绍马克维茨均值&方差投资组合模型的理论依据、含义及表述的基础之上，提出了求解该投资组合模型的遗传算法。
On the basis of introducing the theoretical basis , the implication and the expression of Markowitz mean-variance analysis approach , the thesis expounds the genetic algorithm to solve the Markowitz mean-variance analysis approach .