期刊文献+

现代家庭最优组合投资模型与模糊策略 被引量:1

Optimization Model of Combined Investment and Fuzzy Stralegy on Modern Family Irvestment
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摘要 本文深入分析了现代家庭组合投资的渠道 ,建立了最优组合投资模型 ,运用模糊策略对期望收益率和风险进行确定 ,对期望较高收益率和较小风险的家庭组合投资具有一定的实用价值。 In this paper, Method of modern family investment was analyzed, Optimal model of combined in vestment was set up. Expected value and investment risk using fuzzy decision making was determined, witch was of practical value for higher expected profitability and less investment risk.
出处 《预测》 CSSCI 2000年第4期76-78,共3页 Forecasting
关键词 家庭投资 最优组合投资模型 模糊策略 family investment optimal model of combined investment fuzzy decision making
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  • 1Leon T,Liern V.Afuzzy method to repair infeasibility in linearly constrained problem[J].Fuzzy Sets and Systems,2001,122:237-243.
  • 2Leon T,Liern V,Vercher E.Viability of infeasible portfolio selection problems:a fuzzy approach[J].European Journal of Operational Research,2002,139:178-189.
  • 3Inuiguchi M,Ramik J.Possibilistic linear programming:a brief review of fuzzy mathematical programming and a comparison with stochatic programming in portfolio selection problem[J].Fuzzy Sets and Systems,2000,111:3-28.
  • 4胡日东.均值—离差型组合证券投资优化模型[J].预测,2000,19(2):55-57. 被引量:10

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