%0 Journal Article
%T A Study on a Multi-factor Model of Portfolio Choice with Benchmark<br>基于市场基准的多因素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 2004
%I 
%X We sets up a multi-factor model of portfolio choice with benchmark by introducing the multi-factor model of securities return into the decision-making model for investment with benchmark portfolio, studies its solution and the problem on setting value of controlling parameter in the model.
%K multi-factor model
%K benchmark
%K excess return
%K active risk<br>多因素模型
%K 市场基准
%K 超额收益
%K 积极风险
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=4144EB94511A1FE3&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=DF92D298D3FF1E6E&sid=340AC2BF8E7AB4FD&eid=42425781F0B1C26E&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=3&reference_num=24