Research on the Mathematical Model of Standard Betting Procedures in Portfolio Selection

LI-JIANG ZENG, ZHANG-YI GONG

Abstract


It is a potential subject research on venture capital. Everyone always hopes to get as more as possible and as far as possible in a short period of time after the gains. However, this article studies it from the standard betting procedures in portfolio selection according the mathematical model of studied them. Finally got the more important case, the risk is minimized independently of expected return.

Keywords


Mathematical Model, Standard Deviation, Amount Required, Fixed Interest Rate, Financial MarketText


DOI
10.12783/dtssehs/icesd2020/34142

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