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基于模糊收益率的组合投资模型
陈国华1; 陈收1; 房勇2; 汪寿阳3
2006
Source Publication经济数学
ISSN1007-1660
Volume023Issue:001Pages:19
Abstract本文考虑了收益率为模糊数的投资组合选择问题,利用模型约束简化方差约束,建立了投资组舍选择的模糊线性规划模型,然后引进模糊期望把模糊线性规划问题化为普通参数线性规划问题,最后给出了一个数值算例。
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/36887
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
3.湖南人文科技学院
Recommended Citation
GB/T 7714
陈国华,陈收,房勇,等. 基于模糊收益率的组合投资模型[J]. 经济数学,2006,023(001):19.
APA 陈国华,陈收,房勇,&汪寿阳.(2006).基于模糊收益率的组合投资模型.经济数学,023(001),19.
MLA 陈国华,et al."基于模糊收益率的组合投资模型".经济数学 023.001(2006):19.
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