摘要
首先建立了一个多目标组合投资的基本模型,而后将之转换为单一目标的线性规划模型,解决了组合投资中组合投资结构、总净现值、总净现值率和加权平均资本成本的多目标优化问题.还可对该模型进行计算机模拟,得到企业所需要的多种信息.
A Multi-target portfolio investment model is established which is in turn converted into a singletarget linear planning model. Thus the multi-target optimization is realized of investment structure, total net present value, total present value rate and weighted average cost of capital in portfolio investment. The model can also be imitated in computers to get information of many kinds needed by enterprises.
出处
《湖北工业大学学报》
2005年第1期74-77,共4页
Journal of Hubei University of Technology
