【摘要】 本文以证券的实际平均收益率作为预期收益的度量指标,以收益率与平均收益率偏差绝对值之和作为投资风险的度量指标,建立证券投资的多目标线性规划模型.研究有效风险证券组合集与有效证券组合集的构造与性质.更多还原

【Abstract】 Based on statistical data about profit rates of various securities, this paper applies the average profit rates as a standard measure of the expected return of securities and the sum of absolute error between the practical profit rate and the average profit rate as a standard measure of the mvestment risk of securities, provides the multiple objective linear programming of securities investment. It also studies the structures and properties of the set of the efficient risk -portfolio or the efficient portfolio.更多还原