| 用拉格朗日条件极值求多种证券投资最优组合 |
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| 引用本文： | 倪武帆.用拉格朗日条件极值求多种证券投资最优组合[J].武汉科技学院学报,2003,16(2):97-100. |
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| 作者姓名： | 倪武帆 |
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| 作者单位： | 武汉科技学院,经济管理学院,湖北,武汉,430073 |
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| 摘 要： | 证券投资是风险性投资，投资者用有限的资金分散投资于多种证券进行证券的组合投资，能在控制风险的情况下获得理想的投资收益，利用拉格朗日条件权值法可找到最优的投资组合方案。
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| 关 键 词： | 证券投资 拉格朗日条件极值法 投资组合 投资收益 风险控制 证券市场 |
| 文章编号： | 1009-5160(2003)-0097-04 |
Determination of Investment Portfolio of Various Securities by Using Lagrange Conditioned Extreme Value |
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| NI Wu-fan.Determination of Investment Portfolio of Various Securities by Using Lagrange Conditioned Extreme Value[J].Journal of Wuhan Institute of Science and Technology,2003,16(2):97-100. |
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| Authors: | NI Wu-fan |
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| Abstract: | The security investment is a kind of investment full of hazard. When the investors put their limited funds separately into various securities, they will reap great profits through securities-combined investment in condition of risk-limited. By using the theory of Lagrange conditioned extreme value, the investors could find the best investment portfolio. |
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| Keywords: | security investment Lagrange conditioned extreme value Investment portfolio |
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