| 中小投资者的投资组合模型分析 |
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| 引用本文： | 岳格丽,冉美华.中小投资者的投资组合模型分析[J].菏泽学院学报,2009,31(2). |
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| 作者姓名： | 岳格丽 冉美华 |
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| 作者单位： | 兰州交通大学交通运输学院,甘肃兰州,730070 |
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| 摘 要： | 组合投资是一种有效地分散风险的投资决策方法.以中小投资者为对象,在探索建立中小投资者的二次规划模型的基础上,应用单纯形法对模型的求解方法进行了分析探讨,并加以实例验证,结果证明了模型及其求解方法的可行性和有效性,从而能为中小投资者的投资决策提供一定的参考.
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| 关 键 词： | 中小投资者 投资组合 二次规划模型 单纯形法 |
An Analysis of Portfolio Model for Medium and Small Investors |
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| YUE Ge-li,RAN Mei-hua.An Analysis of Portfolio Model for Medium and Small Investors[J].Journal of Heze University,2009,31(2). |
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| Authors: | YUE Ge-li RAN Mei-hua |
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| Institution: | College of Transportation;Lanzhou Traffic University;Lanzhou Gansu 730070;China |
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| Abstract: | Portfolio is a decision-making way which can spread risks effectively.The paper,on the basis of establishing quadratic portfolio programming model,makes an analysis of the solution to the model with simplex algorithm and verifies it with an example.The result shows the feasibility and validity of the model and its solution,also offers some reference in making decisions for medium and small investors. |
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| Keywords: | medium and small investors portfolio quadratic programming simplex algorithm |
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