摘要
任何投资者都希望在投资中获取大的回报 ,但较大的回报通常伴随着较大的风险。为了分散风险或减少风险 ,投资组合是一种常用的投资技术。本文提出一种新的投资组合方法 ,可以同时概括投资项目的多种预测结果和多位投资专家的观点 ,在综合多方面投资建议的基础上 。
Combined investment is a well-known investment technique. However,the previous combined investment lack of incorporating the various possible opinions from several experts and forecasting results on a given combined investment problem. This paper proposes an MC 2 linear programming approach to determining weighted coefficients of combined investment that involves multiple experts.
出处
《管理工程学报》
CSSCI
2001年第4期46-49,共4页
Journal of Industrial Engineering and Engineering Management
基金
国家杰出青年科学基金资助 ( 7972 5 0 0 2 )
关键词
投资组合
MC^2线性规划
MECI问题
有效权重
combined investment
MC 2 linear programming
MECI problem
efficiency-weighted coefficients
