The Optimal LPM' Portfolio Model of Harlow's and Its Solving Method

Gui Pu WANG ();Ming Tao WANG()

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (6) : 42-47.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (6) : 42-47. DOI: 10.12011/1000-6788(2003)6-42
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The Optimal LPM' Portfolio Model of Harlow's and Its Solving Method

  • Gui Pu WANG (1), Ming Tao WANG(2)
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Abstract

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 accurat

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LPM statistic / optimal portfolio model / solving method

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Gui Pu WANG , Ming Tao WANG. The Optimal LPM' Portfolio Model of Harlow's and Its Solving Method. Systems Engineering - Theory & Practice, 2003, 23(6): 42-47 https://doi.org/10.12011/1000-6788(2003)6-42
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