%0 Journal Article
%T The Optimal Models of Combined Securities with Stochastic Variables<br>随机最优证券投资组合模型
%A REN Jin-fang
%A ZHAO Rui-qing
%A BAO Lan-ping
%A <br>任建芳
%A 赵瑞清
%A 鲍兰平
%J 系统工程理论与实践
%D 2000
%I 
%X This paper provides the expected value models and chance constrained programming models for the optimal problem of the combined securities in which profit rates and risk rates are stochastic variables. A stochastic simulation based on genetic algorithm for solving the expected value models and chance constrained programming models with stochastic parameters is also documented and illustrated by numerical examples.
%K combined securities
%K expected valued models
%K genetic algorithms<br>证券组合
%K 期望值模型
%K 机会约束规划
%K 随机模拟
%K 遗传算法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=27B39F972DEF4476&yid=9806D0D4EAA9BED3&vid=A04140E723CB732E&iid=9CF7A0430CBB2DFD&sid=F3583C8E78166B9E&eid=13553B2D12F347E8&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=8&reference_num=0