In this paper, we discussed about the optimal investment decisions and given the optimal mathematical models for different investment decisions.

As to the continuous time portfolios model,a question on optimal investment and consumption whichis affected by inflation is researched with dividend payment and stochastic income in incomplete markets under the assumption that securities processes are jump-diffusion processes.

A conclusion can be drawn through a constructed case study that the improved model is meaningful and with it investors could make an optimal investment portfolio decision in realworld application.

By taking the weight of mean-variance model as the sample information and taking the weight of market portfolio as the non-sample information,the shrinking intensity of investment weight was studied by Stein rule.

Taking Tan Shan for example,the author works out the optimal weight of industry evaluation index system in special environment.

In this paper, by setting up a critical line equation of portfolio investment without or within non-negative restriction, we advance a method to find out the optimal weight of portfolio investment, whether yield or risk is given.

This paper derives the equation that the optimal ratio of investment for twodepartment model must satisfy based on the Solow s growth model.