Decision And Analysis On Investment Of Securities Portfolio

In the financial markets, what investors seek is to maximize revenue. However, the high yield is always accompanied by high risk.The tolerance for risk directly restrict the positioning of the expected return. Generally speaking, people will invest under acceptable relatively high income. Or only when the relative gains will be high enough to take greater risks.Therefore, correct and rational decisionsare is needed as guidance in investment activities to balance the size of the risks and benefits and to help investors to maximize the investment utilityThis article outlines several common solution of Multi-objective programming model,gives a multi-objective portfolio investment planning model from the perspective of multi-objective optimization. In the case of certain funds, solves the most reasonable capital investment ratio according to the different requirements of investors.This article first makes a quantitative analysis on the expected return and risk of the portfolio, considers the expected return,risk,liquidity and other requirements of investors, Obtains a set of optimal portfolio by solving the model. Then the model is further transformed to interval programming model on interval numbers, using interval numbers instead of a clear measure of the number to measure the expected return and risk of the portfolio, then get an Interval Programming Model with expected return as large as possible, the risk as small as possible,the liquidity satisfy certain requirements. Finally, verify the practicability of the model by the calculation on an example, and make analysis on the results.