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金融市场的发展与完善,以及人民收入水平的提高,使越来越多人关注金融投资并成为热点.理性的投资者总是期望风险尽可能低同时收益又尽可能高,而且希望投资的资产易于管理和管理成本低.考虑投资者多个目标的要求,将运用CVaR风险度量方法,提出一个均值—CVaR—资产数目的多目标投资组合模型,并利用多目标粒子群算法对模型进行实证分析,验证新模型的可行性和有效性,为热衷投资的投资者进行投资组合提供一个新方法.
The development and improvement of financial markets, as well as the improvement of people’s income level, make more and more people pay attention to financial investment and become a hot spot.As rational investors always expect the risk to be as low as possible and the return as high as possible, and they hope to invest the assets Easy to manage and low cost of management.Considering the requirements of multiple objectives of investors, a CVaR risk measurement method is proposed to propose a multi-objective portfolio model with a mean-CVaR-asset number and an empirical analysis of the model using a multi-objective particle swarm optimization , Verify the feasibility and effectiveness of the new model and provide a new way for investors keen to invest.