Using the weighted two-objective programming into the single-objective programming, according to different risk weights are given chase, a risk neutral, risk averse portfolio investment strategy. 5.

  • 使用加权法把双目标规划转化成单目标规划,根据不同的权重分别给出风险追逐者、风险中性、风险厌恶者的组合投资策略。

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