南京林业大学学报(自然科学版) ›› 2005, Vol. 29 ›› Issue (01): 51-54.doi: 10.3969/j.jssn.1000-2006.2005.01.012

• 研究论文 • 上一篇    下一篇

Markowitz组合证券投资决策模型的修正

杨明辉1,张智光2,任百林1,谢煜2   

  1. 1. 南京林业大学信息科学技术学院, 江苏 南京 210037; 2. 南京林业大学经济管理学院, 江苏 南京 210037
  • 出版日期:2005-02-18 发布日期:2005-02-18

A Study on the Revising Markowitz’s Portfolio Selection Model

YANG Ming-hui1, ZHANG Zhi-guang2, REN Bai-lin1, XIE Yu2   

  1. 1. College of Information Science and Technology Nanjing Forestry University, Nanjing 210037, China; 2. College of Economics and Management Nanjing Forestry, Nanjing 210037, China
  • Online:2005-02-18 Published:2005-02-18

摘要: <正>介绍了地理信息系统的基本含义,综述和分析了地理信息系统(GIS)技术在森林资源信息管理、森林经营优化决策、森林分类经营区划、森林抽样设计、林业专题制图、森林呆伐设计、营造林规划设计、森林保护(森林防火及森林病虫害防治)、森林资源管理网络GIS、精准林业等方面的应用,并对GIS在林业上应用的进一步发展进行了分析与展望。

Abstract: On the basis of studying shortcomings about Markowitz’s model,a revised model is given in this paper. By means of drawing the concept of the risk on the value,this paper define the concept about profit and risk of portfolio composition again and combine these two objects into a single one well by drawing the investor’s psychological coefficient which describes the investor’s intention value to these two objects. So,Markowitz’s model is turned into a linear programming model. In the end,the revised model is applied to how to decide the proportion of 9 stocks in Shenzhen stock market, which verifies the effectivness of the model.

中图分类号: