摘要
本文根据养老保险基金的性质和投资运营的基本原则,利用单指数模型衡量投资组合的收益和风险,建立了养老保险基金投资的目标规划模型。
This paper measures the income and risk of portfolio by using the single index model.Then,according to the quality and the investing principle of the pension,the paper establishes a goal program model in investments of pension fund.
出处
《数理统计与管理》
CSSCI
北大核心
2004年第3期61-64,共4页
Journal of Applied Statistics and Management
