投资组合模型线性规划方法的研究

Study on Linear Programming Method of Portfolio Models

对文献[1]和文献[2]所给的线性规划方法,作了比较研究,得到结论:文献[2]的方法更易于操作,所得到的结果更符合实际.并且给出了一种确定文献[2]中的参数的方法.

We compared the linear programming methods in document [ 1 ] and [2], and conclude： the method in document [2] is easier than the one of document [ 1 ] and the result is more reasonable, In the end, we give a method to decide the parameter in the document [2].