A Portfolio Optimation System for Financial

Liu Ping;Ling Xiaodong

Systems Engineering - Theory & Practice ›› 1994, Vol. 14 ›› Issue (6) : 48-53.

PDF(568 KB)
PDF(568 KB)
Systems Engineering - Theory & Practice ›› 1994, Vol. 14 ›› Issue (6) : 48-53. DOI: 10.12011/1000-6788(1994)6-48
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A Portfolio Optimation System for Financial

  • Liu Ping1, Ling Xiaodong2
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Abstract

This paper describes a decision support system for financial institutions named by POS(Portfolio Optimization System).POS is built by two modules and can perform some fonc- tions as data pre-processing,optimizing,automatically drawing portfolio efficient frontier and capital market line,deciding optimal portfolio. In the optimization module,a more simple and convenient program is developed and proved reliable. Eeywords financial institution;portfolio;quadratic program,decision support system.

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Liu Ping , Ling Xiaodong. A Portfolio Optimation System for Financial. Systems Engineering - Theory & Practice, 1994, 14(6): 48-53 https://doi.org/10.12011/1000-6788(1994)6-48
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