Multple Objective Linear programming Method for the Decision of Securities Investment
Xu Dajiang
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Zhejiang Institute of Finance and Economics, Hangzhou 310012
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1994-09-10
1900-01-01
1995-12-15
发布日期
1995-12-15
Abstract
B ased on statistical data about profit rates of various securities,this paper applies the profit rates as a standard measure of the expected return of securities and the sum of absolute error between the pratical profit rate and the aversge profit rate as a standard mearsure of the investment rist of securities, provides a new method for the decisions of securities investment with the help of multiple objective linear programming.
Xu Dajiang. , {{custom_author.name_en}}.
Multple Objective Linear programming Method for the Decision of Securities Investment. Systems Engineering - Theory & Practice, 1995, 15(12): 46-52 https://doi.org/10.12011/1000-6788(1995)12-46