%0 Journal Article %1 noauthororeditor %A Zhang, Rui %A Chen, Fang %D 2018 %E Kumar, Dr. Shiv %J International Journal of Innovative Science and Modern Engineering (IJISME) %K %N 5 %P 1-3 %T Optimization and Empirical Analysis of Portfolio Model %U https://www.ijisme.org/wp-content/uploads/papers/v5i5/E1068055518.pdf %V 5 %X Because the investor's subjective risk preference and the choice of the parameter is different, this paper makes a mathematical modeling for the multi objective portfolio model and transforms it into a single target model. On the other hand, the parameter function is transformed into a linear programming problem, and the optimal investment combination scheme is obtained. Investors can directly choose their own investment direction and make an empirical analysis based on two opposing goals, which are as large as possible and risk as small as possible.

@article{noauthororeditor, abstract = {Because the investor's subjective risk preference and the choice of the parameter is different, this paper makes a mathematical modeling for the multi objective portfolio model and transforms it into a single target model. On the other hand, the parameter function is transformed into a linear programming problem, and the optimal investment combination scheme is obtained. Investors can directly choose their own investment direction and make an empirical analysis based on two opposing goals, which are as large as possible and risk as small as possible.}, added-at = {2021-09-17T13:02:00.000+0200}, author = {Zhang, Rui and Chen, Fang}, biburl = {https://www.bibsonomy.org/bibtex/21e507a5f911d2cec48a9001537c22d3a/ijisme_beiesp}, editor = {Kumar, Dr. Shiv}, interhash = {6bc73775b6c89869e39e87ef205aea0a}, intrahash = {1e507a5f911d2cec48a9001537c22d3a}, issn = {2319-6386}, journal = {International Journal of Innovative Science and Modern Engineering (IJISME) }, keywords = {}, language = {En}, month = may, number = 5, pages = {1-3}, timestamp = {2021-09-17T13:02:00.000+0200}, title = {Optimization and Empirical Analysis of Portfolio Model}, url = {https://www.ijisme.org/wp-content/uploads/papers/v5i5/E1068055518.pdf}, volume = 5, year = 2018 }