The Application of Portfolio Theory to Compound Arbitrage Characteristics of the Pivoting Algorithm for Markowitz Portfolio Selection Model Markowitz资产组合理论在复合套期保值中的应用马科维兹资产组合选择模型旋转算法的特点
Finally, the paper emphasizes the application of portfolio selection theory to compound arbitrage and give a example which is solved by projection algorithm. 最后,重点论述了马科维茨资产组合选择理论在复合套期保值中的应用,并用投影算法求解了一个实例。