【摘要】 如何选择一个满意的投资组合 ,在既定条件下实现一个最有效率的风险一收益搭配 ,是社保基金投资的关键问题。本文通过建立和求解社保基金的投资风险最小化模糊线性规划模型和投资收益最大化模糊线性规划模型 ,试图优化社保基金的投资组合。文章最后给出应用示例。更多还原

【Abstract】 It is a crucial problem to choose a satisfying investment portfolio which is most efficient in risk return under limitations.To optimize investment portfolio of social security fund,this paper establishes fuzzy linear programming models of investment risk minimization and investment return maximization,and shows a solution as well as an example.更多还原