| 模糊数证券组合投资选择模型与求解 |
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| 引用本文： | 林军.模糊数证券组合投资选择模型与求解[J].西南科技大学学报,2001,16(3):59-63. |
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| 作者姓名： | 林军 |
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| 作者单位： | 西南科技大学数理科学系,四川,绵阳,621002 |
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| 基金项目： | 西南科技大学科研基金(西科大科字 2000.16号)四川省教委青年基金(200026) |
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| 摘 要： | 针对预期收益率与风险损失率为模糊数时,建立了一种具有模糊系数的证券组合投资选择模型.利用一种对模糊数排序的方法,将模型转化为传统的线性规划问题求解.
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| 关 键 词： | 组合投资 模糊数 模糊线性规划 求解方法 |
| 文章编号： | 1007-8916(2001)03-0059-05 |
| 修稿时间： | 2001年3月4日 |
FUZZY NUMBERS OPTIONAL MODEL OF PORTFOLIO INVESTMENT AND METHOD FOR IT'S SOLUTION |
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| Lin Jun.FUZZY NUMBERS OPTIONAL MODEL OF PORTFOLIO INVESTMENT AND METHOD FOR IT'S SOLUTION[J].Journal of Southwest University of Science and Technology,2001,16(3):59-63. |
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| Authors: | Lin Jun |
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| Institution: | Southwest University of Science and Technology |
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| Abstract: | A optional model of portfolio investment with fuzzy-coefficient in which profit rates and risk rates are fuzzy numbers is presented in this paper.By using a method of ranking of fuzzy numbers,the model can be converted to the classical linear program problem which can be solved by the method of linear program. |
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| Keywords: | Portfolio Investment Fuzzy Numbers Fuzzy Linear Program Method for Solution |
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