Research on Financial Asset Allocation Based on Mathematical Programming Model

Abstract

With the increase of the total amount of family finance and the continuous enrichment of the types of family financial assets, the awareness of family financial management is increasingly strengthened, and people's understanding of family financial assets and their choice behavior begin to change. Financial asset investment has been deeply involved in people's social business activities, especially commercial banks, investment institutions, foundations, etc., which must participate in the investment and management of valuable financial assets at home and abroad. If investors want to reduce the risk of assets without losing profits, they need to diversify their investments and allocate assets effectively. For specific family financial products, some situations often occur in the process of combination, for example, the specific share of insurance assets is gradually increasing, while the share of cash and savings deposits is gradually decreasing. In this paper, the dominant principle of investment strategy is established, and the mathematical programming model of financial asset allocation is established. On this basis, the method of selecting the optimal financial asset portfolio is put forward.