摘要
在证券集收益率的协方差矩阵为非正定的情况下 ,通过建立收益率向量分量间的线性关系 ,给出了证券集的主成分集的概念 .并在此基础上得出了证券集的主成分集。
In the circumstances that the covariance matrix of yield for the security portfo lios is non_positive definite, put forward here is the concept of principal s et for the security portfolios by constructing the linear relation between the c omponents of the yield vector. Furthermore some relative theorems are derived.
出处
《浙江教育学院学报》
2004年第1期70-74,共5页
Journal of ZHEJIANG Education Institute
