摘要
把模糊理论引入投资组合中,提出半绝对离差的模糊组合模型。从可能性理论的角度考虑约束条件,引入了决策满意度,并进行实例分析。发现当满意度增加时,投资风险呈下降趋势。
A fuzzy portfolio optimization model under downside risk measure is presented, considered the constraints in the view of the possibility of theory by introducing a decision-making satisfaction, provided an example, and found that when satisfaction increases. The investment risk shows a downward trend.
出处
《科学技术与工程》
2008年第6期1398-1401,共4页
Science Technology and Engineering
基金
浙江省科技厅新苗人才计划项目资助
关键词
模糊数
决策满意度
半绝对离差
fuzzy number decision-making satisfaction downside risk measure
