摘要
组合投资决策是现代投资决策的重要内容,国内研究的人数少。本文提出一种确定最优组合投资的计算方法,在保证投资者获得预期的投资回收均值的同时,使投资风险达到最小。
In this paper we present a computing method of optimal portfolio security investment decision. By using this method, We can both get the expected mean rate of return on invest- ment and minimize the investmen risk.
出处
《管理工程学报》
CSSCI
1990年第3期45-48,共4页
Journal of Industrial Engineering and Engineering Management
