1. Department of Computer Science, University of Science and Technology Beijing,100083;2. CITIC Research International,China International Trust & Investment Coapration,Beijing 100004
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History+
Received
Revised
Published
1994-06-13
1900-01-01
1994-06-22
Issue Date
1994-06-22
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.
Liu Ping
, Ling Xiaodong. , {{custom_author.name_en}}.
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