| 摩擦市场下基于可能性理论的一种投资组合模型 |
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| 引用本文： | 何莎,周树民.摩擦市场下基于可能性理论的一种投资组合模型[J].江汉大学学报(自然科学版),2009,37(4):16-18. |
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| 作者姓名： | 何莎 周树民 |
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| 作者单位： | 武汉理工大学,理学院,湖北,武汉,430070 |
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| 摘 要： | 基于可能性理论,建立在摩擦市场下投资者对投资收益、收益差值的满意程度的一种新的投资组合模型,并给出模型的求解方法.
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| 关 键 词： | 模糊决策 可能性理论 满意度 投资组合 |
A Portfolio Model Under Friction Market Based on Possibility Theory |
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| HE Sha,ZHOU Shu-min.A Portfolio Model Under Friction Market Based on Possibility Theory[J].Journal of Jianghan University:Natural Sciences,2009,37(4):16-18. |
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| Authors: | HE Sha ZHOU Shu-min |
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| Institution: | (School of Science, Wuhan University of Technology, Wuhan 430070, China) |
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| Abstract: | Based on possibility theory, builds up a new portfolio model conditioned on friction market, which the investor is satisfied with return and return difference value, and gives the solutions of the model. |
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| Keywords: | fuzzy decision possibility theory satisfying degree portfolio |
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