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| 研究国际证券投资及其有效集的多目标线性规划方法 | |
| 引用本文： | 徐大江. 研究国际证券投资及其有效集的多目标线性规划方法[J]. 经济数学, 1997, 0(1) |
| 作者姓名： | 徐大江 |
| 作者单位： | 浙江财经学院经济数学教研室!杭州，310012 |
| 摘 要： | 本文给出国际证券组合投资决策的多目标线性规划模型，以及求解有效国际证券组合的偏好系数加权法．在此基础上，应用线性多数规划技术研究有效国际证券组合集的几何特征，并给出相应结论和简单算例． |
| 关 键 词： | 国际证券投资 本币收益率 有效国际证券组合 偏好系数加权法 线性参数规划 有效国际证券组合集 |
THE MULTIPLE OBJECTIVE LINEAR PROGRAMMING METHOD FOR STUDYING INTERNATIONAL SECURITIES INVESTMENT AND ITS EFFICIENT SET |
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| Xu Dajiang. THE MULTIPLE OBJECTIVE LINEAR PROGRAMMING METHOD FOR STUDYING INTERNATIONAL SECURITIES INVESTMENT AND ITS EFFICIENT SET[J]. Mathematics in Economics, 1997, 0(1) | |
| Authors: | Xu Dajiang |
| Abstract: | In this paper,the multiple objective linear programming model is set up,and themethod for determining the efficient international portfolios is provided. Then the geometrical characteristics of efficient international portfolios' set are analyzed with the help of theparameteric linear programming. At last the corresponding conclusions and a simple exampleare presented. |
| Keywords: | International securities investment rate of foreign return efficient international portfolio weighted partial coefficient method parameteric linear programming efficient internationall portfolios' set |
| 本文献已被 CNKI 等数据库收录！ | |