| 一种确定最优组合投资权重的新方法 |
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| 引用本文： | 程细玉.一种确定最优组合投资权重的新方法[J].华侨大学学报(自然科学版),1997,18(2):128-131. |
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| 作者姓名： | 程细玉 |
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| 作者单位： | 华侨大学管理信息科学系!泉州，362011 |
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| 摘 要： | 采用了单位收益最小风险的非线性目标函数，精确地确定了最优组合投资的权重。在理论和实际上都有较明显的直观意义。
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| 关 键 词： | 组合投资 最小风险 投资 最优组合投资 权重 |
A New Method for Determining the Weighting of Optimum Combinatorial Investment |
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| Cheng Xiyu.A New Method for Determining the Weighting of Optimum Combinatorial Investment[J].Journal of Huaqiao University(Natural Science),1997,18(2):128-131. |
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| Authors: | Cheng Xiyu |
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| Abstract: | In determining the weighting of ordinary linear combinatorial investment, some compromising restrictions will most likely be carried out between the objective function of minimum risk and maximum earning, such as to reduce the risk to the minimum in case the expected earning has been determined. By adoptingnonlinear objective function of minimum risk for the earning per unit, the author precisely determines theweighting of optimum combinatorial investment. This is a method of directly perceived significance both in theory and in practice. |
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| Keywords: | combinatorial investment minimum risk the earning per unit |
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