组合证券模糊最优化模型的研究

The Study of Fuzzy Optimization Models of Portfolio Selection

本文提出了一种考虑收益和风险偏好的组合证券模糊最优化模型。给出了最优组合的计算方法和有效边界的表达式。最后用释例说明了方法应用。

In this paper,authors raise fuzzy optimization models of portfolio selection which give consideration to both return and desiration.The methods for determining the optimal portfolio and efficient frontier of constitution are given.And the authors give an illustration to show their application [WT5”HZ〗