Application of Portfolio Model in the Real Investment Transactions

Chinese Quarterly Journal of Mathematics ›› 2013, Vol. 28 ›› Issue (1): 33-40.

Application of Portfolio Model in the Real Investment Transactions

School of Mathematics and Physics, Nanyang Institute of Technology

Received:2011-03-01 Online:2013-03-30 Published:2023-03-07
About author:WANG Guo-xin(1984-), female, native of Nanyang, Henan, a lecturer of Nanyang Institute of Technology, M.S.D., engages in mathematical programming; LIU Jing(1980-), female, native of Nanyang, Henan, a lecturer of Nanyang Institute of Technology, M.S.D., engages in computational mathematics.
Supported by:
Supported by the Key Project of Science and Technology Department of Henan Province(122102210060)

Abstract

Abstract: This paper studies discrete investment portfolio model that the objective function is utility function. According to a hybrid branch-and-bound method based on Lagrangian relaxation and continuous relaxation, the paper analyzes the question using the real statistical data. The results indicate that discrete investment portfolio model really has its guidance in the actual investment.

Key words: investment portfolio, single factor model, branch-and-bound, numerical analysis

CLC Number:

O221.4

WANG Guo-xin, LIU Jing. Application of Portfolio Model in the Real Investment Transactions[J]. Chinese Quarterly Journal of Mathematics, 2013, 28(1): 33-40.

Application of Portfolio Model in the Real Investment Transactions

PDF (PC)

Knowledge

Abstract

Cite this article

share this article

References

Related Articles 1

Recommended Articles

Metrics

Comments