数学建模论文：投资组合的收益和风险问题(18)

max=0.14716*x11+0.15209*x12+b13*x13+b14*x14+b15*x15+b16*x16+

0.18431*x21+0.18962*x22+b23*x23+b24*x24+b25*x25+b26*x26+(-4.27695)*x27+ 0.1037*x31+0.18551*x32+b33*x33+b34*x34+b35*x35+b36*x36+b38*x38+ 0.14449*x41+0.21065*x42+b43*x43+b44*x44+ 0.18171*x51+0.24581*x52;

y0=200000;x15=500*n1;x25=500*n2;x35=500*n3; b13=@if(x13*x14#EQ#0,0.23334,0.30961); b14=@if(x13*x14#EQ#0,0.29422,0.44849); b15=@if(x15*x16#EQ#0,0.69895,-0.01668); b16=@if(x15*x16#EQ#0,0.75153,2.1279); b23=@if(x23*x24#EQ#0,0.25128,0.73186); b24=@if(x23*x24#EQ#0,0.3317,0.39391); b25=@if(x25*x26#EQ#0,0.73702,0.9724); b26=@if(x25*x26#EQ#0,1.3867,0.36539); b33=@if(x33*x34#EQ#0,0.25557,0.5624); b34=@if(x33*x34#EQ#0,0.30819,0.43641);

b35=@if(x35*x36#EQ#0,-0.16136,@if(x38#EQ#0,1.9492,-0.24845)); b36=@if(x35*x36#EQ#0,1.49251,@if(x38#EQ#0,-0.65437,2.06485)); b38=@if(x35*x36*x38#NE#0,-0.54385,-1.37174); b43=@if(x43*x44#EQ#0,0.51921,0.26359); b44=@if(x43*x44#EQ#0,0.25982,0.39107); o13=@if(x13*x14#EQ#0,0.133006,0.171890); o23=@if(x23*x24#EQ#0,0.133006,0.171890); o33=@if(x33*x34#EQ#0,0.133006,0.171890); o43=@if(x43*x44#EQ#0,0.133006,0.171890); o14=@if(x13*x14#EQ#0,0.024686,0.026737); o24=@if(x23*x24#EQ#0,0.024686,0.026737); o34=@if(x33*x34#EQ#0,0.024686,0.026737); o44=@if(x43*x44#EQ#0,0.024686,0.026737); o15=@if(x15*x16#EQ#0,0.474215,0.636234); o25=@if(x25*x26#EQ#0,0.474215,0.636234);

o35=@if(x35*x36#EQ#0,0.474215,@if(x38#EQ#0,0.636234,0.853814)); o16=@if(x15*x16#EQ#0,0.257697,1.259849); o26=@if(x25*x26#EQ#0,0.257697,1.259849);

o36=@if(x35*x36#EQ#0,0.257697,@if(x38#EQ#0,1.259849,0.904451)); o38=@if(x35*x36*x38#NE#0,1.510221,2.508485);

o11=0.029458;o21=0.029458;o31=0.029458;o41=0.029458;o51=0.029458; o12=0.030893;o22=0.030893;o32=0.030893;o42=0.030893;o52=0.030893; o27=9.688909;a=0.01; o11*x11/(y0+g11)<a;

o21*x21/(y0+0.14716*x11+0.15209*x12-x13-x14-x15-x16+g21)<a;

o31*x31/(y0+0.18431*x21+0.18962*x22+0.14716*x11+0.15209*x12+b13*x13+b14*x14-x23-x24-x15-x16-x25-x26-x27+g31)<a;

o41*x41/(y0+0.1037*x31+0.18551*x32+0.18431*x21+0.18962*x22+0.14716*x11+0.15

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