| 社会保险基金投资收益与风险的双目标规划模型及应用 |
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| 作者单位： | 上海工程技术大学管理学院 上海200336(汪泓)，上海工程技术大学管理学院 上海200336(陈心德) |
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| 摘 要： | 社会保险基金的运作 ,普遍存在投资收益与投资风险的相互关联问题 ,如何在尽可能小的风险下 ,求得最大收益是值得研究的问题。通过建立投资收益与风险的双目标规划寻求较为合理的投资策略
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| 关 键 词： | 社会保险基金 投资风险 投资收益 |
THE APPLICATION OF DUAL OBJECTIVE PROGRAMMING MODEL IN THE ANALYSIS OF RETURN AND RISK OF SOCIAL SECURITY FUND INVESTMENT |
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| Chen Xinde Wang Hong. THE APPLICATION OF DUAL OBJECTIVE PROGRAMMING MODEL IN THE ANALYSIS OF RETURN AND RISK OF SOCIAL SECURITY FUND INVESTMENT[J]. Journal of Shanghai University of Engineering Science, 2001, 0(Z1) |
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| Authors: | Chen Xinde Wang Hong |
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| Abstract: | In the operation of social security fund, there is a close relation between return and risk of investment. It is worth studying how to achieve maximum return under minimum possible risk. In this paper, the authors search for a more reasonable decision through the use of dual objective programming model of return and risk. |
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| Keywords: | Social security fund Investment risk Investment return |
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