Analysis of vegetable planting portfolio based on risk-benefit optimization
- DOI
- 10.2991/978-94-6463-270-5_5How to use a DOI?
- Keywords
- Vegetable planting; risk assessment; investment portfolio; maximum return
- Abstract
The traditional mean variance combination strategy takes into account the volatility of vegetable prices and fails to fully consider the proportion of planting combinations. Based on the theoretical analysis of portfolio management, this paper uses risk parity portfolio strategies and asset allocation algorithms to calculate the risks and returns of portfolio investments, overcoming the shortcomings of traditional mean-variance model research, and proposes a multi-objective optimization method based on risk returns. This method takes the investment goal of farmers as the optimization goal to obtain the vegetable planting portfolio with the maximum income and minimum risk. The experimental results show that the maximum yield is 0.93, which proves the feasibility and effectiveness of our idea.
- Copyright
- © 2023 The Author(s)
- Open Access
- Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.
Cite this article
TY - CONF AU - Junwei Huang AU - Limin Wang PY - 2023 DA - 2023/10/29 TI - Analysis of vegetable planting portfolio based on risk-benefit optimization BT - Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023) PB - Atlantis Press SP - 36 EP - 43 SN - 2667-1271 UR - https://doi.org/10.2991/978-94-6463-270-5_5 DO - 10.2991/978-94-6463-270-5_5 ID - Huang2023 ER -