证券投资决策的多目标线性规划方法

徐大江

系统工程理论与实践 ›› 1995, Vol. 15 ›› Issue (12) : 46-52.

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PDF(449 KB)
系统工程理论与实践 ›› 1995, Vol. 15 ›› Issue (12) : 46-52. DOI: 10.12011/1000-6788(1995)12-46
论文

证券投资决策的多目标线性规划方法

    徐大江
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Multple Objective Linear programming Method for the Decision of Securities Investment

    Xu Dajiang
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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.

Key words

combined securites / expected return / investment rist / MOLP / parameteric programming

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徐大江. 证券投资决策的多目标线性规划方法. 系统工程理论与实践, 1995, 15(12): 46-52 https://doi.org/10.12011/1000-6788(1995)12-46
Xu Dajiang. 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
中图分类号: F224   
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