不考虑交易费用的组合证券投资优化模型

Portfolio investment model regardless of transaction cost

在证券组合投资方面 ,根据 Markowits均值方差模型 ,提出了一种双目标规划优化模型 ,并且通过赋权的方式 。

Based on the Markowits E-V model, the portfolio investment model is further explored. One portfolio investment model regardless of the transaction cost and a solution to the problem are established.