Grey Model of the Investment Portfolio Optimization

被引：0
|
作者：
LI QunDept. of Applied Math.
机构：
来源：
Journal of Systems Science and Systems Engineering | 2002年 / 02期
基金：
中国国家自然科学基金;
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：
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
收藏
页码：143 / 149
页数：7
相关论文
共 50 条
  • [1] Linear Algebra on investment portfolio optimization model
    Basuki, B.
    Sukono, S.
    Sofyan, D.
    Madio, S. S.
    Puspitasari, N.
    [J]. 4TH ANNUAL APPLIED SCIENCE AND ENGINEERING CONFERENCE, 2019, 2019, 1402
  • [2] WEIGHTED COEFFICIENT MODEL FOR BANK INVESTMENT PORTFOLIO OPTIMIZATION
    Kuzheliev, Mykhailo
    Britchenko, Igor
    Zhytar, Maksym
    [J]. BUSINESS AND NON-PROFIT ORGANIZATIONS FACING INCREASED COMPETITION AND GROWING CUSTOMERS' DEMANDS, VOL 14, 2015, 14 : 149 - 162
  • [3] FUZZY OPTIMIZATION OF INVESTMENT PORTFOLIO
    Tverdokhlib, I. P.
    Vovk, M. I.
    Prykarpatskyi, Y. A.
    [J]. ACTUAL PROBLEMS OF ECONOMICS, 2011, (125): : 329 - 337
  • [4] OPTIMIZATION OF INVESTMENT PORTFOLIO MANAGEMENT
    Oliinyk, Viktor
    Kozmenko, Olga
    [J]. SERBIAN JOURNAL OF MANAGEMENT, 2019, 14 (02) : 373 - 387
  • [5] The Optimization and Evaluation of Investment Portfolio
    Bartkus, Edverdas Vaclovas
    Paleviciene , Aiste
    [J]. INZINERINE EKONOMIKA-ENGINEERING ECONOMICS, 2013, 24 (04): : 282 - 290
  • [6] On portfolio investment model using ant colony optimization algorithm
    Zhou Jianguo
    Zhang Hui
    Tian Jiming
    [J]. PROCEEDINGS OF THE 26TH CHINESE CONTROL CONFERENCE, VOL 3, 2007, : 494 - +
  • [7] An improved portfolio optimization model for oil and gas investment selection
    Xue Qing
    Wang Zhen
    Liu Sijing
    Zhao Dong
    [J]. Petroleum Science., 2014, 11 (01) - 188
  • [8] An improved portfolio optimization model for oil and gas investment selection
    Xue Qing
    Wang Zhen
    Liu Sijing
    Zhao Dong
    [J]. Petroleum Science, 2014, (01) : 181 - 188
  • [9] An improved portfolio optimization model for oil and gas investment selection
    Xue Qing
    Wang Zhen
    Liu Sijing
    Zhao Dong
    [J]. PETROLEUM SCIENCE, 2014, 11 (01) : 181 - 188
  • [10] Research on the investment portfolio optimization model based on an improved maximum entropy
    [J]. Guo, Q. J. (qjg@xisu.edu.cn), 2012, Advanced Institute of Convergence Information Technology, Myoungbo Bldg 3F,, Bumin-dong 1-ga, Seo-gu, Busan, 602-816, Korea, Republic of (07)
12345