| 0—1规划在投资组合中的应用 |
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| 引用本文： | 昝昕武,任强,等.0—1规划在投资组合中的应用[J].重庆大学学报(自然科学版),2001,24(3):12-14. |
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| 作者姓名： | 昝昕武 任强 |
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| 作者单位： | [1]重庆大学机械工程学院，重庆400044 [2]重庆长安汽车股份有限公司，重庆400023 |
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| 基金项目： | 重庆市科委基金资助项目! (98 5 0 2 0 ) |
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| 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。
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| 关 键 词： | 0－1规划 投资组合 优化模型 |
| 文章编号： | 1000－582x（2001）03－0012-03 |
| 修稿时间： | 2000年12月20 |
Application of 0-1 Linear Programming in Investment Combination in Enterprise |
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| ZAN Xin-wu,ZOU Wen-chao,REN Qiang,ZENG Li-ping,YI Shu-ping.Application of 0-1 Linear Programming in Investment Combination in Enterprise[J].Journal of Chongqing University(Natural Science Edition),2001,24(3):12-14. |
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| Authors: | ZAN Xin-wu ZOU Wen-chao REN Qiang ZENG Li-ping YI Shu-ping |
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| Institution: | ZAN Xin-wu 1,ZOU Wen-chao 1,REN Qiang 2,ZENG Li-ping 1,YI Shu-ping 1 |
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| Abstract: | 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. |
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| Keywords: | linear programming investment combination optimal model |
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