Maximizing Returns: How Adjusting Security Proportions Can Boost Investments!
The article discusses how to adjust the proportion of investments in different securities based on their return rates compared to guaranteed rates. By using possibility theory and linear programming, the researchers found that having a lower guaranteed return rate can lead to better expected returns under certain investment risks. In cases of shortage investments, the proportion of selected securities is almost zero under higher risks, while excess investments can still be included in the portfolio.