基于矩阵值因子算法的企业年金投资组合建模与并行求解

杜首燕,陆忠华

Modeling and Parallel Computed Enterprise Annuity Portfolio Based on Matrix-Valued Factor Algorithm

Du Shouyan,Lu Zhonghua

图1 基于矩阵值因子算法的均值-方差投资组合优化模型并行求解流程

Fig.1 Parallel solution process of mean-variance portfolio optimization model based on matrix-valued factor algorithm