%0 Journal Article
%T The Optimal LPM'' Portfolio Model of Harlow''s and Its Solving Method<br>Harlow下偏矩证券组合优化模型的求解方法研究
%A WANG Gui-pu {
%A }
%A WANG Ming-tao
%A <br>汪贵浦
%A 王明涛
%J 系统工程理论与实践
%D 2003
%I 
%X Based on difficulty of solving Harlow' optimal portfolio model, the paper obtains the transformation form of the Harlow' Optimal Portfolio Model with appropriate change. The transforming model can be solved easily in its solution. And its accurate LPM statistic value(a kind of index used to measure investment risk) corresponding to a certain portfolio can also be obtained. This method provides a simple and useful way in using LPM index in investment analysis. At the end, an empirical study using data from China stock market is given in order to describe its application.
%K LPM statistic
%K optimal portfolio model
%K solving method<br>下偏矩统计量
%K 证券组合优化模型
%K 求解方法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=9DF1BCFE78924128&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=B31275AF3241DB2D&sid=ECE8E54D6034F642&eid=F4B561950EE1D31A&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=6&reference_num=6