| 一种证券投资组合的群选择模型 |
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| 引用本文： | 邵全. 一种证券投资组合的群选择模型[J]. 山东科技大学学报(自然科学版), 2008, 27(6) |
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| 作者姓名： | 邵全 |
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| 作者单位： | 北京建筑工程学院,经济与管理工程学院,北京,100044 |
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| 摘 要： | 根据每一位专家给定的可能度(反映第k时期的证券收益率与未来收益率的相似程度),从乐观、悲观和折中三个角度预测证券的未来收益率,并以三角模糊数的形式表示.不同专家的预测结果用不同的三角模糊数表示,基于模糊数的相似度的定义,得到了一个集结多个专家判断的群投资组合模型,最后给出了算例.
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| 关 键 词： | 投资组合 三角模糊数 群决策 |
Group Selection Model of a Kind of Portfolio |
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| SHAO Quan. Group Selection Model of a Kind of Portfolio[J]. Journal of Shandong Univ of Sci and Technol: Nat Sci, 2008, 27(6) |
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| Authors: | SHAO Quan |
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| Affiliation: | SHAO Quan(College of Economics , Management Eng.,Beijing University of Civil Engineering , Architecture,Beijing 100044,China) |
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| Abstract: | According to possibility grades offered by experts,the rates of returns on stocks in the future are forecasted and represented by triangular fuzzy numbers from optimistic,pessimistic and compromise viewpoints.The forecasted results by different experts are represented by a set of different triangular fuzzy numbers.Based on the similarity indexes of each pair of fuzzy numbers,a group investment combination model is proposed to integrate experts' judgments.A numerical example of a portfolio selection problem ... |
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| Keywords: | portfolio triangular fuzzy numbers group decision-making |
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