证券市场的模糊投资组合模型

Fuzzy Portfolio Model of the Stock Market

投资组合的选择在实际中有着广泛的应用背景。自Markowitz的"投资组合的选择"发表以来,关于投资组合的选择问题的研究引起了极大的关注,并取得了丰硕的理论成果。结合模糊数的概念和线性规划的理论,能够更加科学地给出证券的期望收益,并合理地考虑到投资者的具体情况,从而为证券投资者的决策提供了一个新的途径。

Currently, the portfolio selection has the extensively applied background in practice. Since the release of Markowitz＇s ＂Portfolio selection＂, the research concerning portfolio selection causes the tremendous concern, and produces the plenteous theories. Combining the concept of the fuzzy number and the theories of line programming, we can estimate the expected profit of stock certificate more scientifically, and rationally take the investors＇ specific situation into consideration, thus provide a new path for the stock certificate investors＇ decision--making.