The Mathematical Analysis in the Stock Investment Combination Risk
Hongwei Liang · Hebei ke-ji daxue xuebao · 2000
The thought of mathmatic optimization is led in the analysis of stock combination risk,and it is measured by vnriance;A general solution of finding the minimum risk investment combination under the expect rate of return is put forward.The nonlinear programing model is built,and the combination plan of six typical share certificates under different expect rate return are analysed.