摘要
针对预期收益率与风险损失率为模糊数时 ,建立了一种具有模糊系数的证券组合投资选择模型。利用一种对模糊数排序的方法 。
A optional model of portfolio investment with fuzzy-coefficient in which profit rates and risk rates are fuzzy numbers is presented in this paper.By using a method of ranking of fuzzy numbers,the model can be converted to the classical linear program problem which can be solved by the method of linear program.
出处
《西南工学院学报》
2001年第3期59-63,共5页
Journal of Southwest China Institute of Technology
基金
西南科技大学科研基金 (西科大科字 2 0 0 0 .16号 )
四川省教委青年基金 (2 0 0 0 2 6 )
