| 证券投资决策的多目标线性规划方法 |
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| 引用本文： | 徐大江. 证券投资决策的多目标线性规划方法[J]. 系统工程理论与实践, 1995, 15(12): 46-52. DOI: 10.12011/1000-6788(1995)12-46 |
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| 作者姓名： | 徐大江 |
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| 作者单位： | 浙江财经学院经济数学教研室 |
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| 摘 要： | 证券投资决策的多目标线性规划方法徐大江（浙江财经学院经济数学教研室，杭州３１００１２）ＭｕｌｔｐｌｅＯｂｊｅｃｔｉｖｅＬｉｎｅａｒｐｒｏｇｒａｍｍｉｎｇＭｅｔｈｏｄｆｏｒｔｈｅＤｅｃｉｓｉｏｎｏｆＳｅｃｕｒｉｔｉｅｓＩｎｖｅｓｔｍｅｎｔＸｕＤａｊｉａ...
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| 收稿时间： | 1994-09-10 |
Multple Objective Linear programming Method for the Decision of Securities Investment |
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| Xu Dajiang. Multple Objective Linear programming Method for the Decision of Securities Investment[J]. Systems Engineering —Theory & Practice, 1995, 15(12): 46-52. DOI: 10.12011/1000-6788(1995)12-46 |
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| Authors: | Xu Dajiang |
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| Affiliation: | Zhejiang Institute of Finance and Economics, Hangzhou 310012 |
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| Abstract: | B ased on statistical data about profit rates of various securities,this paper applies the profit rates as a standard measure of the expected return of securities and the sum of absolute error between the pratical profit rate and the aversge profit rate as a standard mearsure of the investment rist of securities, provides a new method for the decisions of securities investment with the help of multiple objective linear programming. |
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| Keywords: | combined securites expected return investment rist MOLP parameteric programming |
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