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1、投资项目组合选择各专业全套优秀毕业设计图纸投资项目组合选择摘要投资项目组合问题,是企业公司投资决策中常遇到的问题。投资不仅要考虑项目收益问题,还要考虑风险程度。在投资中考虑投资风险意味着必须权衡风险与收益的关系,充分合理预测投资风险,防止和减少投资风险给企业带来损失的可能性,并提出合理规避投资风险的策略,以便将实施投资的风险降至最低程度。所以对于投资问题,我们要先认真的分析问题,将它数学符号化,化为一个线性规划问题,利用数学知识找出其决策变量、约束条件、目标函数,并建立了相应的数学模型。其次,我们分别利用MATLAB软件
2、、LINGO软件编写相应的MATLAB程序、LINGO程序,对模型进行求解。再次,对所得结果进行检验,为了验证结果的正确性,建立另一个模型(模型二),并利用MATLAB软件和LINGO软件分别对它编写程序,求解并得出结论。最后,我们对实验结果进行分析,并对模型进行了评价和推广。关键词:投资组合;规避风险;线性规划;MATLAB;LINGO投资项目组合选择THECHOOSESOFPORTFOLIOPROJECTABSTRACTInvestmentportfolioproblemsarecommonincorporatein
3、vestmentdecisions.Investmentshouldconsidernotonlytheprojectbenefits,butalsothedegreeofrisk.Investmentriskistakenintoaccountininvestmentmeansthatmustweighthebenefitsandrisks,predictinvestmentriskreasonably,preventandreducethepossibilityofdamagetotheenterprisebecau
4、seofinvestmentrisk,andputforwardinvestmentstrategyavoidtheriskreasonablytomaketheriskofinvestmenttoaminimum.Soforinvestmentportfolioproblem,first,wemustcarefulanalysisproblem,convertproblemsintomathematicalsymbols,andconvertittoalinearprogrammingproblem,usingmath
5、ematicalknowledgetofinditsdecisionvariablesandconstraints,theobjectivefunction,andestablishesthemathematicalmodel(modelone).Secondly,wewereusingthesoftwareMATLAB,softwareLINGOwrittedthecorrespondingMATLABprogram,thecorrespondingLINGOprogramandsolvethemodel.Again,
6、inordertoverifythecorrectnessoftheresults,weestablishanothermodel(modeltwo),andusingsoftwareMATLABandLINGOthetwosoftwarestowriteaprogramandsolveit,gettheconclusion.Finally,weanalysesexperimentalresultsofmodel,andanalysesthemodelevaluationandpromotion.Keywords:Por
7、tfolioformation;Avoidtherisk;Linearprogram;ThesoftwareofMATLAB;ThesoftwareofLINGO投资项目组合选择目录1问题的提出......................................................12问题的分析......................................................13问题假设.............................................
8、...........34符号说明........................................................35模型一的建立....................................................46模型一的求解..................