投资方案的优化组合模型  

Excellent combination model of investment projects

作　　者：徐彩霞[1] 周旭[2] 宋宏伟[3] 

机构地区：[1]重庆石油高等专科学校,重庆400042 [2]重庆工商大学财政金融学院,重庆400067 [3]重庆大学,重庆400044

出　　处：《重庆工商大学学报（自然科学版）》2004年第3期213-215,共3页Journal of Chongqing Technology and Business University:Natural Science Edition

摘　　要：首先对4个投资项目的组合进行了讨论,以投资净收益y为目标函数,通过风险系数λ的约束,构造线性规划模型,不断搜索λ,求出每个λ下的Maxy、各项投资xi和各项投资风险xiqi,当λ趋向某值时,各个项目投资的风险也趋向平衡,从而找到优化投资组合时的λ,进而得出各个项目投资占总投资的百分比;具体得到n=4时的最优投资组合方案,然后推广至一般情形,以n=15检验模型,求得此时的优化组合方案。This paper mainly focused on excellent combination model of investment Projects.At the beginning of the paper,combination model of four investment projects were discussed.With the help of risk coefficient(λ),the income function(y)was set up.Then,according to each risk coefficient Max,y,each investment amount(x_Ⅰ), each λ could be calculated.When λ tended to a fixed number,the risk of every investment tended to be balanced.When the λ number of excellent combination model was calculated,percentage of each investment amount of each investment project in the total investment amount could be inferred.We found the excellent combination model with n=4,then we expanded the model to general condition.The model was proved to be correct with n=15.

关 键 词：投资方案 优化组合模型 收益 风险 系统优化规则 

分 类 号：F830.59[经济管理—金融学]