Portfolio selection theory with different interest rates for borrowing and lending
文献类型：期刊论文
| 作者 | Zhang, SM; Wang, SY; Deng, XT |
| 刊名 | JOURNAL OF GLOBAL OPTIMIZATION
 |
| 出版日期 | 2004 |
| 卷号 | 28期号:1页码:67-95 |
| 关键词 | different interest rates for borrowing and lending Kuhn-Tucker condition portfolio selection quadratic program |
| ISSN号 | 0925-5001 |
| 英文摘要 | This paper considers the portfolio selection problem with different interest rates for borrowing and lending. The portfolio frontier is described under the general condition that the riskless borrowing rate is higher than the riskless lending rate. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000186984200005 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/506]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhang, SM |
| 作者单位 | 1.Univ Western Ontario, Dept Econ, London, ON N6A 5C2, Canada 2.Tsing Hua Univ, Sch Econ & Management, Beijing 100084, Peoples R China 3.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 4.City Univ Hong Kong, Dept Comp Sci, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, SM,Wang, SY,Deng, XT. Portfolio selection theory with different interest rates for borrowing and lending[J]. JOURNAL OF GLOBAL OPTIMIZATION,2004,28(1):67-95. |
| APA | Zhang, SM,Wang, SY,&Deng, XT.(2004).Portfolio selection theory with different interest rates for borrowing and lending.JOURNAL OF GLOBAL OPTIMIZATION,28(1),67-95. |
| MLA | Zhang, SM,et al."Portfolio selection theory with different interest rates for borrowing and lending".JOURNAL OF GLOBAL OPTIMIZATION 28.1(2004):67-95. |
入库方式： OAI收割
来源：数学与系统科学研究院
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