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| Author: | Chen, Shou |
| Title: | A study on the effective boundary of portfolio under the condition of capital-raising constraints (original in Chinese) |
| Journal: | Forecasting (c)
2000 : 1, p.38-40 |
| Index terms: | INVESTMENT FINANCING |
| Language: | chn |
| Abstract: | The impact on portfolio optimization by capital-raising constraints is studied on the basis of the classic theory of financial investments. The author introduces the concept of the structural factor of capital, studies its impact on the effective boundary of portfolio and points out that the effective boundary shall appear nonlinear under the condition of the fact that enterprises are not permitted to borrow at will, a conclusion different from that of linear effective boundary under the ideal condition. |
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