【摘要】 外汇储备结构调整是实现储备资产增值盈利和回避风险的必然要求 ,目前突出的问题是实际中还没有切实可行的定量分析工具 .本文从外汇市场的变化出发 ,利用 Markowitz基本期望方差模型的思想 ,建立了一个非线性数学模型来确定外汇储备的最佳结构 ,并且成功地给出了该问题的一般解析解 ,这是外汇储备结构管理定量分析的理论模型的一个新突破更多还原

【Abstract】 The structural adjustment of foreign exchange reserves is a necessary request to achieve the increment of deposit assets and keep away the risk. The extrusive problem is that there is no doable quantified tools in the fact. Using the thinking of the Markowitz model, this paper come from the change of the exchange market and found a nonlinear mathematical model to make sure the optimal structure of foreign exchange reserves. Also, this paper gives out the common solution for this problem. This is a new breakthrough about quantified analysis on the structural management of foreign exchange reserves.更多还原