摘要
在分析影响组合投资绩效因素的基础上,通过建立多目标组合投资的一个基本模型,利用主元素分析法将之转换为单目标的线性规划模型进行求解,从而解决多项目组合投资的优化问题.
On the basis of analyzing the factors influencing the investment＇s effects, the problem of optimization the multi-project combinatorial investment is solved in this paper through the establishment of a simple model of a multi-aim combinatorial investment and the conversion of it into single-aim linear programming model with the analysis of main elements.
出处
《湖北工业大学学报》
2006年第6期51-54,共4页
Journal of Hubei University of Technology
关键词
组合投资
优化
主元素分析法
多目标规划
combinatorial investment
optimization
the analysis of main elements
multi-aim model
