金融投资收益与风险的数学模型及其应用

The Mathematical Model on the Profits and Risks of Financial Investment and Its Application

运用数理统计、运筹学等理论和方法及计算机数学实验技术建立了金融投资收益与风险的优化模型，并利用Ｍａｐｌｅ软件求得模型在不同条件下的最优解。对于任意投资额均可用此模型求出获得最大期望收益时的资产搭配方案。研究结果表明，在市场经济条件下，要想获得较高的期望收益，必须把资金投向几种不同收益、不同风险的金融资产上，而不能选择无风险的同期银行存款。这将为投资者选择投资方案提供一定的理论依据和可行的投资决策方案。

Applying mathematical statistics, operational research and computer simulationformed the optimal model on the profits and risks of financial investment. Optimal resolutionswere gained under different conditions by Maple Software. The model can attain the assignmentscheme of maximal expectation profit for any amount of investment. The study show that, underthe market economic environment, funds must be invested to financial assets of different profitsand risks in order to gain high expectation profits, rather than to the same period bank saving ofno risks. This paper will provide theoretical basis and feasible plans of investment decision forinvestors to select.