Grey Model of the Investment Portfolio Optimization

被引：0

作者：

LI QunDept of Applied Math Dalian Univeristy of Technology Dalian China ^{[116024
]}

机构：

来源：

Journal of Systems Science and Systems Engineering | 2002年 / 02期

关键词：

investment portfolio; expected return; risk; grey optimization model;

D O I：

暂无

中图分类号：

F224 [经济数学方法];

学科分类号：

0701 ; 070104 ;

摘要：

<正>The theory of investment portfolio is a very important theory in the modern economical system. Based on the feature of the theory, the paper sets up new various kinds of models of investment portfolio, namely grey optimization models. These models are more practical and objective to existing problems.

引用

页码：143 / 149

页数：7