Optimal Investment Decision of Security Investment Fund Based on the Experiment Design

Abstract

This paper is on how to build an investment model of security investment fund which will produce the maximum in profits. The deficiencies in Markowitzpsilas portfolio selection decision model are analysed. In this paper, the writers use nonlinear and dynamic model depending on Return-Variance model under the limited condition to decide how to invest. The design method of fund portfolio is presented which can optimize portfolio gain with the mixture experience design applying.