Unit Income Risk Minimization Model and Application
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DOI: 10.23977/ICEMGD2020.021
Corresponding Author
Linlin Su
ABSTRACT
Since the establishment of the portfolio investment model with the maximization of unit risk- return, this model has been applied to many fields. This paper takes the maximum risk of unit risk as the starting point, and focuses on the core problem of the portfolio selection process—using various mathematical models to calculate, and then researching various methods for solving models and giving corresponding algorithm steps, combined with examples to test, finally show a variety of investment portfolios that can take into account both risk and return.
KEYWORDS
Portfolio investment decision model, maximizing returns, risk, risk income