含无风险投资的证券组合投资线性规划模型  

The Linear Programming Model for Portfolio Investment with Zero-risking Investment

作　　者：赵玉梅[1] 鲍宏伟[1] 

机构地区：[1]蚌埠学院理学系,安徽蚌埠233030

出　　处：《合肥学院学报（自然科学版）》2009年第1期17-19,53,共4页Journal of Hefei University :Natural Sciences

基　　金：蚌埠学院自然科学研究项目(BBXY2007-210)资助

摘　　要：在证券组合投资过程中,为了规避预期风险,投资者会将一部分资金存入银行.提出了一个含无风险投资的证券组合投资的区间数线性规划模型,并确定了其投资比例.该模型使证券组合投资理论更全面、更合理、更有效.In order to avoid prospective risks, in portfolio investment investors would deposit part of their original fund in banks. An interval number linear programming model with zero-risk for portfolio investment was presented, and the suitable and profitable proportion of zero-risking investment was also discussed. With this optimized model, the strategic policy on portfolio investment will be promoted to a level of more comprehensive, more rational and more profitable.

关 键 词：无风险投资 证券组合投资 线性规划 投资比例 

分 类 号：F830.91[经济管理—金融学]