DocumentCode
3365709
Title
Optimal Investment Decision of Security Investment Fund Based on the Experiment Design
Author
Cheng Wei ; Wang Jin-Yu ; Ma Jing-ting
Author_Institution
Inst. of Bus. Adm., Shenyang Univ., Shenyang
fYear
2008
fDate
4-6 Nov. 2008
Firstpage
527
Lastpage
530
Abstract
This paper is on how to build an investment model of security investment fund which will produce the maximum in profits. The deficiencies in Markowitzpsilas portfolio selection decision model are analysed. In this paper, the writers use nonlinear and dynamic model depending on Return-Variance model under the limited condition to decide how to invest. The design method of fund portfolio is presented which can optimize portfolio gain with the mixture experience design applying.
Keywords
design of experiments; investment; security; Markowits portfolio selection decision model; experiment design; optimal investment decision; return-variance model; security investment fund; Aerodynamics; Aerospace engineering; Design methodology; Design optimization; Investments; Portfolios; Random variables; Research and development management; Risk management; Security; nonlinear fractional programming; portfolio selection; security investment fund; the mixture experiment design;
fLanguage
English
Publisher
ieee
Conference_Titel
Risk Management & Engineering Management, 2008. ICRMEM '08. International Conference on
Conference_Location
Beijing
Print_ISBN
978-0-7695-3402-2
Type
conf
DOI
10.1109/ICRMEM.2008.51
Filename
4673285
Link To Document