摘要
本文利用模糊理论,提出一种多元组合证券投资风险的模糊极小化方法。该方法能根据投资者的不同偏重,在收益和风险之间做出适当的权衡,且计算量小,适合于在计算机上完成。
This paper presented a fuzzy method of minimizing portfolio combination investment's risk. This method can adapt gains and risk of the combination portfolio according to the investor's interest-ing. The computing work needed is not great, and it can be completed with the computer easily.
出处
《预测》
CSSCI
北大核心
1996年第4期57-58,共2页
Forecasting
基金
国家自然科学基金资助项目
