The deficiency of the most commonly used measurement of the bond portfolio s duration was analyzed,and its improved measurement was also derived by using the Taylor s series which only need the information about the yield,weight,duration and convexity of each bond in the portfolio.

Based on the modern financial theory, two duration models of interest-rate risk immunization for bond portfolio were developed and implemented under MS-WINDOWS.

This paper presents two practical optimization models for bond portfolio,and gives examples to explain them.

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;