证券投资组合的概率准则模型研究

针对单值概率准则模型在基准收益率大于最小方差组合的期望收益时无最优解，根据投资者的行为和心理，将投资者的基准收益率设定为区间，以实现这一区间的概率为目标函数，建立了投资组合的概率准则模型，并在正态分布条件下给出了模型的最优解，最后，通过实例佐证模型。

Discussion on Portfolio's Model with Probability Criterion

As for the probability criterion which has no optimum solution in the case the basic return rate is more than the expectation of the minimum variance portfolio,and with the supposition that investou's basic return rate is an interval,this paper constructs the model by maximum the probability of portfolio return,according to the behaviors and psychology of investors.The optimal sloution of the model with probability criterion is discussed under noumal distribution with an illustrative example.