摘要
给出了基金存款策略的线性规划模型 .对基金 M使用 n年的情形 ,只需比较银行存款税后年利率 ,初步确定 n年内的一切可能有的基金存款方式及其到期本利率 ,通过基金流转分析 ,即可建立以最大奖金数为目标的线性规划模型 ( LP1 ) n;问题二则需先分析 n年内一切可行的存款和购国库卷的组合方式及其到期的最佳本利率 ,然后调整模型 ( LP1 ) .中有关的系数 ,即可得到模型 ( LP2 ) n,调整模型 ( LP1 ) n与 ( LP2 ) n中第三年的奖金 y的系数 ,即可得到问题三的线性规划模型 .本文用 SAS/OR软件求解上述模型 ,得到在 n=1 0 ,M=5 0 0 0的情形下 ,使每年奖金数为最大的各种问题的基金的最佳使用策略 .
The linear programming models of funds deposit was proposed in this paper. For fund M is to be used for n years. First, all kinds of possible methods in n years for deposit on banks are determinated by comparing yearly net interest, and the linear programming model (LP1) n is established by using the method of circulating capital analysis. Second, all the best compositive methods whether we deposit or purchase nation bond are chosen so that the maxmal yearly net interest is obtained. Then by adjusting correlation coefficients in (LP1) n, model (LP2) n is obtained. The third, by changing the coefficients of scholorship y both in (LP1) n and in (LP2) n, we can obtain the model of problem three. Using the software of SAS/OR, the optimal solutions when n equal to 10 years and M equals to 5000 ten thousand yuans for all above problems have been gotten.
出处
《数学的实践与认识》
CSCD
北大核心
2004年第6期22-28,共7页
Mathematics in Practice and Theory
关键词
基金
存款策略
线性规划
基金流转分析
决策变量
decisoin variable
circulating capital analysis
linear programming model
