E-Sh风险下的证券组合投资多目标决策模型

摘要

In this paper from the point of view of E-Sh risk, we set up andstudy the multi-objective decision-making model for portfolio investment while shor t selling being allowed or not. Meanwhile, the method for calculating optimal we ighted investment coefficient is given.%从E-Sh风险的角度建立并研究了允许卖空与不允许卖空情形下证券组合投资多目标决策模型，同时给出了计算最优投资比例系数的方法.