组合证券投资的期望值模型的研究

Study on the Expected Value Model of Portfolio Investment

本文是在Markowitz现代组合投资理论的基础上 ,建立了组合证券投资的期望值模型 ,并讨论了基于随机模拟技术的遗传算法对此模型的求解。

In this paper, we construct the expected value model of portfolio investment according to the modern portfolio theory of Markowitz, and use the genetic algorithms which bases random imitating technology to solve the model.