动态规划模型在“组合投资”理论中的应用  

Application of development programming model in combination investment

作　　者：伍勇[1] 刘春[1] 

机构地区：[1]北京信息科技大学经济管理学院,北京100192

出　　处：《北京机械工业学院学报》2008年第2期62-66,共5页Journal of Beijing Institute of Machinery

摘　　要：为引导投资者选择最佳投资策略,将动态规划模型应用于组合投资理论。采用理论与实际数据相结合,数据、文字和图表相结合,运筹学和财务管理学的跨学科相结合等研究方法。其主要结论是,投资者将有限的资金分配到各种投资项目,才能获得更多的净收益。另外,研究成果在传统的研究模型基础上,丰富了组合投资理论。Development programming model is applied in combination investment to lead investors to choose the best investing strategy. This study combines theory with real data, statistics with table operational research and finance management. It is concluded that investors can never get more net income unless they apply development programming model to limited capital investing items. In addition, the result of this study enriches the theory of combination investment based on the traditional model.

关 键 词：组合投资 动态规划 

分 类 号：F224.3[经济管理—国民经济] F253.7