F830.59 O224
重庆市科委基金资助项目! (98 5 0 2 0 )
针对现有无风险投资组合在实际应用中存在的问题，建立了无风险投资组合的0-1规划优化模型，研究了优化模型的约束方程，并开发了相应的软件系统进行模型求解，实例分析表明，该优化模型可有效地解决无风险投资组合的优化求解问题。
The optimal model of investment combination has been constructed with 0-1 linear programming. The subject-to equations of the model are also discussed, and the solution of investment combination is acquired through special software. A case study demonstrates that the model of investment combination can effectively resolve the decision of annual planning of investment items in enterprise.
昝昕武 任强 等.0—1规划在投资组合中的应用[J].重庆大学学报,2001,24(3):12-14.
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