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基于投资组合优化与条件极值的数学实验案例设计
The design of a mathematical experiment based on portfolio optimization and conditional extremum
【摘要】 将金融和社会经济活动领域受到高度关注的投资组合优化模型和条件极值问题引入到数学实验课程中,设计难宜适中的数学实验案例.借助MATLAB语言编程,将数学理论工具应用于经济实践中以解决实际问题,激发了学生的研究兴趣和探索欲望,既实现了教学与科研的资源共享,又丰富了数学实验课程的教学内容.
【Abstract】 A mathematical experiment was presented on portfolio optimization and conditional extremum,which are widely used in the finance and socio-economic activity.Designs the mathematical experiment which was moderate in terms of difficulty,the mathematical theory as a tool was applied to economic practice by MATLAB language,which motivated the students’ desire and interest of exploration among concrete practices.The design of this experiment implements the resource sharing of teaching and research and also enriches the teaching content of mathematical experiment course.
【Key words】 portfolio; mean-variance model; conditional extremum; mathematical experiment;
- 【文献出处】 高师理科学刊 ,Journal of Science of Teachers’ College and University , 编辑部邮箱 ,2016年12期
- 【分类号】O1-4;G642
- 【被引频次】2
- 【下载频次】162