摘要
针对现有无风险投资组合在实际应用中存在的问题 ,建立了无风险投资组合的 0 1规划优化模型 ,研究了优化模型的约束方程 ,并开发了相应的软件系统进行模型求解。实例分析表明 ,该优化模型可有效地解决无风险投资组合的优化求解问题。
The optimal model of investment combination has been constructed with 0-1 linear programming. The subject-to equations of the model are also discussed, and the solution of investment combination is acquired through special software. A case study demonstrates that the model of investment combination can effectively resolve the decision of annual planning of investment items in enterprise.
出处
《重庆大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2001年第3期12-14,共3页
Journal of Chongqing University
基金
重庆市科委基金资助项目! (98 5 0 2 0 )
关键词
0-1规划
投资组合
优化模型
linear programming
investment combination
optimal model
