Research on Optimal Decision of Open-Ended Fund Investment Based on Mathematical Model

DOI

10.2991/aer.k.201203.002How to use a DOI?

Keywords

0—1 programming, Enumeration method, Double objective optimization, Open end fund, Total profit

Abstract

Adopting the idea of mathematical modelling, this paper studies four problems of open-end fund investment. For problem one and problem two, (0-1) programming model was used to find the maximum profit under certain investment fund conditions. For problem three, after increasing the factors of investment risk, considering the conditions of problem one and problem two, two-objective optimization model was set up, and hierarchical method was used to solve it. Through Lingo software programming, the maximum profit and the optimal investment scheme were obtained. For problem four, considering the need to keep a proper amount of cash to reduce the risk of customers who are unable to cash in, taking into account the four situations obtained after consulting experts, using the total profit difference between simultaneous investment and non- simultaneous investment, a model is established and the optimal solution is obtained.

Copyright

© 2020, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Luling Duan
AU  - Zhiheng Lin
PY  - 2020
DA  - 2020/12/03
TI  - Research on Optimal Decision of Open-Ended Fund Investment Based on Mathematical Model
BT  - Proceedings of the 2020 9th International Conference on Applied Science, Engineering and Technology (ICASET 2020)
PB  - Atlantis Press
SP  - 5
EP  - 9
SN  - 2352-5401
UR  - https://doi.org/10.2991/aer.k.201203.002
DO  - 10.2991/aer.k.201203.002
ID  - Duan2020
ER  -