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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.
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运筹与管理
ISSN: 1007-3221
CN: 34-1133/G3
Year: 2002
Issue: 1
Volume: 11
Page: 65-71
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 5
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