摘要
从“均衡”的角度入手 ,分析贯穿于投资组合理论中的每个均衡问题。按照逻辑顺序依次探讨了构造均衡市场的目的、如何由前提假设推导均衡的理论模型、这些模型怎样在市场中维持其均衡性以及均衡这种处理手法对投资组合理论的建立与发展产生何种作用四个问题。通过分析将发现在某种意义上 ,均衡思想使投资组合理论得以建立和发展 ,但同时其局限性已成为该理论继续发展和精确广泛运用于实际的障碍。
From the angle of balance the article analyses each question of balance in the portfolio theories. It explores in logical order the four questions: the aim to build a balance market, the method of getting balance models from hypothesis, the reason why the models can keep balance and the influence of balance on the portfolio theories′ establishment and development. By analysis it will be found that in a sense the portfolio theories′ establishment and development result from the thoughts of balance. Meanwhile the limitation of the thoughts has been the block of the portfolio theories′further development and comprehensive application to practice.
出处
《中南工业大学学报（社会科学版）》
2002年第1期48-51,共4页
Social Science Journal For Central South University of Technology
基金
中国工程院工程管理学部课题
