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带有模糊收益率的投资组合选择模型
陈国华1; 陈收1; 房勇2; 汪寿阳1
2009
Source Publication系统工程理论与实践
ISSN1000-6788
Volume000Issue:007Pages:8
Abstract考虑了预期收益率为模糊数的投资组合选择问题,利用模糊约束简化方差约束,建立了投资组合选择的模糊线性规划模型,然后利用模糊数学知识把模糊线性规划问题转化为多目标线性规划问题,并且设计了模糊算法对其求解,最后通过一个数值算例检验所提模型的可行性,并且对模糊数模型与清晰数模型进行了比较。
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/36338
Collection系统科学研究所
Affiliation1.湖南大学
2.中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
陈国华,陈收,房勇,等. 带有模糊收益率的投资组合选择模型[J]. 系统工程理论与实践,2009,000(007):8.
APA 陈国华,陈收,房勇,&汪寿阳.(2009).带有模糊收益率的投资组合选择模型.系统工程理论与实践,000(007),8.
MLA 陈国华,et al."带有模糊收益率的投资组合选择模型".系统工程理论与实践 000.007(2009):8.
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