[1]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.[doi:10.11830/ISSN.1000-5013.1997.02.0128]
　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.[doi:10.11830/ISSN.1000-5013.1997.02.0128]
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一种确定最优组合投资权重的新方法()
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《华侨大学学报（自然科学版）》[ISSN:1000-5013/CN:35-1079/N]

卷:
第18卷
期数:
1997年第2期
页码:
128-131
栏目:
出版日期:
1997-04-20

文章信息/Info

Title:
A New Method for Determining the Weighting of Optimum Combinatorial Investment
作者:
程细玉
华侨大学管理信息科学系, 泉州 362011
Author(s):
Cheng Xiyu
关键词:
组合投资;  最小风险;  单位收益
Keywords:
combinatorial investment;  minimum risk;  the earning per unit
分类号:
F224
DOI:
10.11830/ISSN.1000-5013.1997.02.0128
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.
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
更新日期/Last Update: 2014-03-22