tag:blogger.com,1999:blog-13042409.post-1124525501425978992005-08-20T16:06:00.000+08:002005-08-20T16:11:56.770+08:00<span style="font-weight: bold;">類比</span><br /><br />先看兩張圖！<br /><a onblur="try {parent.deselectBloggerImageGracefully();} catch(e) {}" href="http://www.tfhrc.gov/safety/pubs/04094/images/fig08.gif"><img style="margin: 0pt 10px 10px 0pt; float: left; cursor: pointer; width: 320px;" src="http://www.tfhrc.gov/safety/pubs/04094/images/fig08.gif" alt="" border="0" /></a><br /><br /><br />1)<br /><br /><br /><br /><br /><br /><br /><br /><br /><a onblur="try {parent.deselectBloggerImageGracefully();} catch(e) {}" href="http://www.duke.edu/%7Echarvey/Classes/ba350/control/opc12.gif"><img style="margin: 0pt 10px 10px 0pt; float: left; cursor: pointer; width: 320px;" src="http://www.duke.edu/%7Echarvey/Classes/ba350/control/opc12.gif" alt="" border="0" /></a><br /><br /><br />2)<br /><br /><br /><br /><div style="text-align: right;"><br /></div><br /><br /><br /><br /><br /><br /><br /><br /><br />是不是很像很像呢？？<br />是很奇妙的相似呀。<br /><br />圖一是土木工程土力學的基本，Elastic Failure of Typical Soil。<br />y-int是c，即是cohesion粘力。Slope是internal friction angle。X, Y為Strength及Confining Stresses。<br /><br />那條線是著名的Coulomb failure envelope。<br /><br />圖二是現代金融的構成，Capital Allocation of Risky Portfolio。<br />y-int是Rf，即Risk-free rate。Slope 是Reward-to-variabilitu Ratio。X, Y為Expected Rate of Return及Portfolio standard deviation。<br /><br />那條線是Capital Market Line。<br /><br /><br />兩個理論背後，各有一連串的假設。其實，亦都一樣的影響深遠。<div class="blogger-post-footer">This is just a footer</div>Cogito Ergo Sumhttp://www.blogger.com/profile/12202863812540526426noreply@blogger.com