基于LP模型的有价证券最优选择问题研究

A Study on the Optimal Choice of Negotiable Securities Based on LP Model

本文基于有价证券的含义、分类、特征及其功能,运用LP模型(线性规划模型)进行科学计算,寻求最优的投资策略以降低有价证券投资风险,获得最大的投资回报。事实上,有价证券投资组合是降低投资风险的有效途径,基于LP模型,通过对有价证券组合投资的预期收益率和投资风险进行综合分析,可建立有价证券组合投资LP模型,并运用计算机软件系统对模型进行模拟仿真计算。本文的研究为有价证券理性决策提供了一种新的科学计算模型,因此,对有价证券的理性投资问题的探讨具有较高的理论与应用价值。

Based on the implication, the classification, the features and the function of LP Model,we explore the optimal investment strategy to reduce the investment risk of negotiable securities and so as to get stronger return. In fact, the combination of the portfolio investment is an alternative to reduce the investment risk. Based on the LP Model we build up the LP Model of the portfolio investment-combination with a comprehensive analysis of its expected return and the investment risk. We carry out some simulation calculation with computer software in connection with the model. This study provides a new scientific computing model of the rational decision of negotiable securities, Therefore, the researching result in this study possesses a value of theory and application in the discussion of the optimal choice of negotiable securities.