摘要
根据多种证券收益率的统计数字，利用模糊多目标规划技术，给出一个新的证券投资决策模型。该模型的目标函数及其约束函数均为模糊数，它克服了文献［１～５］中模型系数为常量的缺陷。
Based on statistical data about profit rates of various securities, this paper provides a new model for decisions of securities investment with the help of fuzzy multiple objective programming.Comparing with that in 1￣5 ,the coefficients of objective functions and constrains are all fuzzy numbers. It overcomes the shortcomings in 1￣5 that the coefficients are considered to be constants, and accords with the varability of the expected profit rates and investment risk.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1998年第3期47-51,共5页
Systems Engineering-Theory & Practice
基金
云南省应用基础基金
关键词
证券组合
投资风险
模糊决策
证券投资
combined securities
expected return
investment risk
fuzzy number
fuzzy multiobjective programming
compromise programming.
