摘要
当今全球经济中一个最引人注目的问题就是投资组合管理问题。资本资产定价模型(CAPM)是在金融行业中使用广泛的模型,我们采用线性对角近似模型(LDAM)与其形成对比,分别应用于相同样本的投资组合管理中,得到线性对角近似模型更适合投资组合管理的应用,从而进一步优化投资组合管理应用。
In today's global economy is one of the most striking problems in portfolio management, the capital asset pricing model(CAPM) is widely used in the financial industry model, we adopt linear approximate diagonal model(LDAM) and its contrast, respectively applied to the same samples of portfolio management, is a diagonal approximation model is more suitable for the application of portfolio management, so as to further optimize the investment portfolio management applications.
引文
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