In this paper, based on existing results, decision making about portfolio investment schemes is discussed, ordering method of fuzzy numbers of interval value is shown, corresponding auxiliary models are established an...In this paper, based on existing results, decision making about portfolio investment schemes is discussed, ordering method of fuzzy numbers of interval value is shown, corresponding auxiliary models are established and solutions are provided with theories of fuzzy mathematics, optimization theory and numerical calculation, etc. Then it applies software programming to solve the portfolio investment situation between investors in savings and four securities according to the established models. The result shows that investors can choose the risk coefficient that they can bear to reach the maximum value of expected returns. The greater the risk coefficient, the greater the income, the smaller the risk coefficient and the smaller the income. Investors can determine their own portfolio strategy according to their own conditions in order to meet their own interests.展开更多
文摘In this paper, based on existing results, decision making about portfolio investment schemes is discussed, ordering method of fuzzy numbers of interval value is shown, corresponding auxiliary models are established and solutions are provided with theories of fuzzy mathematics, optimization theory and numerical calculation, etc. Then it applies software programming to solve the portfolio investment situation between investors in savings and four securities according to the established models. The result shows that investors can choose the risk coefficient that they can bear to reach the maximum value of expected returns. The greater the risk coefficient, the greater the income, the smaller the risk coefficient and the smaller the income. Investors can determine their own portfolio strategy according to their own conditions in order to meet their own interests.
