Behavioral Portfolio Model Based on the Perceived Risk Value;

Decision-making methods for behavioral portfolio choice;

Models in the existing behavioral portfolio theory can’t be applied to portfolio management because of either their idealization or their complexity.

Based on behavioral portfolio theory of Shefrin and Statman, the risk optimization model of institutional investors is formed under multiple mental accounts, which is a quantitative tool f.

An improved criterion on equal amount of portfolio selection has been proposed,after analyzing the Markowitz s portfolio selection model.

By Applying the financial securities combination theory and Bayes method a kind of securities profit prediction model is constructed.

In this paper, the author discussed the best securities combinations in class 1 safety field, provided the optimized controlling strategies to investors who want the fortune meets the scheduled target as soon as possible, took some data analyses on detailed target fortune and parameters of financial market, by which worked out the minimum average time to gain the scheduled target fortune.

A study of the specialization of transaction costs and optimal portfolio of the superior asset;

Study of portfolio with transaction costs;

Study on the efficient frontier characters of portfolio;

Analysis of Minimum-Variance Portfolio and its Properties;

Iterative Methods for Portfolio Investment Risk Minimization with the Index of Weighted Sum of Line Elements;

The genetic algorithms is used to solve the problem of the portfolio investment with expected rate of return under the condition of nonnegative constraints,and it is also applied to a six kind of stock investment problem.