Application of linear programming model to the stock market investment
LI Li-l · Journal of Heilongjiang Institute of Technology · 2015
According to the analysis of the linear programming model and economic management,a basic mathematical model on it is constructed.Then,through the first quarter of 2014 the average yield and risk loss ratio analysis is made on five stocks,and a risk-free investment multi-objective linear programming model in the stock market is proposed combined with deposits and investment securities.The portfolio under different parametric values has practical significance for investors to initiate a reasonable investment.