基于投资组合优化与条件极值的数学实验案例设计  

The design of a mathematical experiment based on portfolio optimization and conditional extremum

作　　者：高丽[1] 韩乐[1] 姚占林[1] 

机构地区：[1]华南理工大学数学学院,广东广州510641

出　　处：《高师理科学刊》2016年第12期17-21,共5页Journal of Science of Teachers＇College and University

基　　金：广东省高等教育教学研究和改革项目--经管类和电信类交叉探索性数学案例教学改革研究;华南理工大学实验教学改革项目(Y1140730)--经管类探索性数学实验案例教学研究;广东教育教学成果奖(高等教育)培育项目--具有专业特色的数学实验研究型教学探索与实践

摘　　要：将金融和社会经济活动领域受到高度关注的投资组合优化模型和条件极值问题引入到数学实验课程中,设计难宜适中的数学实验案例.借助MATLAB语言编程,将数学理论工具应用于经济实践中以解决实际问题,激发了学生的研究兴趣和探索欲望,既实现了教学与科研的资源共享,又丰富了数学实验课程的教学内容.A mathematical experiment was presented on portfolio optimization and conditional extremum, which are widely used in the finance and socio-economic activity. Designs the mathematical experiment which was moderate in terms of difficulty, the mathematical theory as a tool was applied to economic practice by MATLAB language, which motivated the students＇ desire and interest of exploration among concrete practices. The design of this experiment implements the resource sharing of teaching and research and also enriches the teaching content of mathematical experiment course.

关 键 词：投资组合 均值-方差模型 条件极值 数学实验 

分 类 号：O29[理学—应用数学] F830[理学—数学]