%0 Journal Article
%T A Study on the Model of Portfolio Investment Decision Based on Tracking Error<br>基于跟踪误差的证券组合投资决策模型研究
%A MA Yong-kai
%A TANG Xiao-wo
%A <br>马永开
%A 唐小我
%J 系统工程理论与实践
%D 2001
%I 
%X This paper assumes that manager's portfolio and benchmark possess respective investment set of securities,presents a general model of portfolio investment decision based on tracking error and its optimal solution,and studies the corresponding optimal portfolio's efficiency and relative efficiency,and analyses the optimal portfolio structurally.
%K portfolio
%K benchmark
%K tracking error
%K relatively efficient frontier<br>证券组合
%K 参考证券组合
%K 跟踪误差
%K 相对有效边界
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=FA0AE9D6CBD2C01B&yid=14E7EF987E4155E6&vid=659D3B06EBF534A7&iid=59906B3B2830C2C5&sid=708DD6B15D2464E8&eid=7801E6FC5AE9020C&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=11&reference_num=4