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区间证券多目标投资组合的β模型
引用本文:孙江洁.区间证券多目标投资组合的β模型[J].大学数学,2013,29(2):71-74.
作者姓名:孙江洁
作者单位:安徽医科大学临床医学学院,合肥,230601
摘    要:基于区间证券组合的系统风险与非系统风险问题,建立一种新的含β约束的区间证券投资组合的多目标优化模型,使得证券组合投资更具柔性,最后,结合实例分析了该模型的现实应用价值.

关 键 词:证券组合投资  区间线性规划  系统风险  非系统风险

β-model for Multi-objective Interval Portfolio Investment
SUN Jiang-jie.β-model for Multi-objective Interval Portfolio Investment[J].College Mathematics,2013,29(2):71-74.
Authors:SUN Jiang-jie
Institution:SUN J iang-jie (Clinical Medical College, Anhui Medical University, Hefei 230601,China)
Abstract:Multi-objective optimal model is built in view of systematic risk and non- systematic risk to deal with interval portfolio investment inβ-model . With the method, the decision process is more flexible for the portfolio investment. Finally, the application value of the model is analyzed by a case.
Keywords:portfolio investment  interval linear programming~ systematic riskl non- systematic risk
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