| Grey Model of the Investment Portfolio Optimization |
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| 作者姓名： | LI QunDept. of Applied Math. Dalian Univeristy of Technology Dalian China |
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| 作者单位： | LI QunDept. of Applied Math.，Dalian Univeristy of Technology Dalian 116024，China |
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| 基金项目： | This project is supported by National Natural Science Foundation of China (No. 19871009) |
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| 摘 要： | The theory of investment portfolio is a very important theory in the modern economical system. Based on the feature of the theory, the paper sets up new various kinds of models of investment portfolio, namely grey optimization models. These models are more practical and objective to existing problems.
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| 关 键 词： | 市场供应 投资 有价证券 灰度模型 |
Grey Model of the Investment Portfolio Optimization |
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| LI QunDept. of Applied Math.,Dalian Univeristy of Technology Dalian ,China.Grey Model of the Investment Portfolio Optimization[J].Journal of Systems Science and Systems Engineering,2002,11(2):143-149. |
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| Authors: | LI Qun |
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| Institution: | Dept. of Applied Math. , Dalian Univeristy of Technology Dalian 116024, China |
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| Abstract: | The theory of investment portfolio is a very important theory in the modern economical system. Based on the feature of the theory, the paper sets up new various kinds of models of investment portfolio, namely grey optimization models. These models are more practical and objective to existing problems. |
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| Keywords: | investment portfolio expected return risk grey optimization model |
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