Using computers to seek the optimum combination of investment
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摘要
In this article, the optimization of investments is discussed in terms of quantitative analysis. The relationship between investment proceeds and risks and a new set optimization method of determining investment are put forward. The computer program written in the light of this method is briefly introduced.
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论文评审过程:Available online 26 March 2002.
论文官网地址:https://doi.org/10.1016/0096-3003(92)90023-T