投资项目组合课程设计汇.doc

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、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 THE CHOOSES OF PORTFOLIO PROJECT ABSTRACT Investment portfolio problems are common in corporate investment decisions.Investment should consider not only the project benefits,but also the degree of risk. Investment risk is taken into account in investment means that must weigh the benefits and risks, predict investment risk reasonably , prevent and reduce the possibility of damage to the enterprise because of investment risk, and put forward investment strategy avoid the risk reasonably to make the risk of investment to a minimum .So for investment portfolio problem,first, we must careful analysis problem, convert problems into mathematical symbols,and convert it to a linear programming problem, using mathematical knowledge to find its decision variables and constraints,the objective function, and establishes the mathematical model (model one). Secondly, we were using the software MATLAB, software LINGO writted the corresponding MATLAB program, the corresponding LINGO program and solve the model.Again, in order to verify the correctness of the results, we establish another model(model two), and using software MATLAB and LINGO the two softwares to write a program and solve it,get the conclusion. Finally, we analyses experimental results of model, and analyses the model evaluation and promotion. Key words: Portfolioformation; Avoid the risk ;Linear program; The software of MATLAB; The software of LINGO  目 录 1 问题的提出......................................................1 2 问题的分析......................................................1 3 问题假设......