含无风险投资的证券组合投资线性规划模型

The Linear Programming Model for Portfolio Investment with Zero-risking Investment

在证券组合投资过程中,为了规避预期风险,投资者会将一部分资金存入银行.提出了一个含无风险投资的证券组合投资的区间数线性规划模型,并确定了其投资比例.该模型使证券组合投资理论更全面、更合理、更有效.

In order to avoid prospective risks, in portfolio investment investors would deposit part of their original fund in banks. An interval number linear programming model with zero-risk for portfolio investment was presented, and the suitable and profitable proportion of zero-risking investment was also discussed. With this optimized model, the strategic policy on portfolio investment will be promoted to a level of more comprehensive, more rational and more profitable.