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研究了不允许卖空情况下组合证券投资决策树形算法￣［１］的简化问题，提出了三种简化计算方法，这些方法可以有效地降低树形算法应用于大规模证券组合时的计算工作量。
We study the simplification of tree algorithm [1] for portfolio investment decision without short selling, and put forward three simplified calculation methods which can effectively reduce the calculation work when tree algorithm is applied to large-scale portfolio the amount.