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应用数理统计等数学方法，以投资期望内部收益率衡量投资收益，以投资内部收益率的方差衡量投资风险，以单项投资内部收益率之间的协方差和相关系数衡量各单项投资之间的关联程度，并在此基础上，根据一定的投资决策目标，构造出最优组合投资决策模型，再运用模型进行实证分析，说明最优组合投资决策模型的性质和应用．
Mathematical methods such as mathematical statistics are used to measure the return on investment by the expected internal rate of return on investment, and the investment risk is measured by the variance of the internal rate of return on investment. The correlation between individual investment is measured by the covariance and the correlation coefficient between internal rate of return Based on this, we construct the optimal portfolio investment decision-making model according to certain investment decision-making goals, and then use the model to carry out empirical analysis to illustrate the nature and application of the optimal portfolio investment decision-making model.