计算机技术与发展Issue(12)：168-170,174,4.DOI:10.3969/j.issn.1673-629X.2013.12.040
证券投资组合模型及其应用
Portfolio Model and Its Application
摘要
Abstract
Portfolio problem widely exists in financial,risk investment and other fields. Respectively in the total investment and selective investment portfolio is mainly studied from two kinds of situation scheme selection problem. For total investment,a multi-objective pro-gramming model is established and used in the process of solving the ideal point is transformed into linear programming model,using the LINGO software to solve the optimal investment proportion. On the latter,in this paper,introduce a 0-1 distributed parameters,the gener-al situation to solve. Through a practical example to illustrate the use of the above methods,and the model is improved and promoted.关键词
多目标规划模型/理想点法/证券组合投资Key words
multi-objective planning model/ideal point/portfolio分类
管理科学引用本文复制引用
朱俊林,付英姿,陈异..证券投资组合模型及其应用[J].计算机技术与发展,2013,(12):168-170,174,4.基金项目
国家自然科学基金资助项目(11201200) （11201200）
云南省自然科学基金(2010ZC059) （2010ZC059）
