工业工程2011，Vol.14Issue(3)：66-69,4.
存在融资的模糊决策投资组合模型的研究及应用
Analysis and Application of the Investment Portfolio Model with Financing Based on Fuzzy Decision Theory
吴锦桂 1李荣钧1
作者信息
- 1. 华南理工大学工商管理学院，广东广州510640
- 折叠
摘要
Abstract
The effective mean-semi-deviation portfolio model is used for the analysis of the investment port-folio with financing in this paper. First, the gain obtained by the mean- semi-deviation model with finan-cing and the risks of the goal are described in a fuzzy way by constructing the linear membership functions μmax(x) and μmin(x) , which are widely used. Then, based on fuzzy decision theory, variable ft is intro-duced to transform the bi-objective model with financing under fuzzy environment into a linear portfolio se-lection model with financing. This model not only greatly simplifies the computation, but also clearly de-scribes the subjective investment willingness of the investors. Finally, an example is presented to illustrate the applicability and effectiveness of the proposed model.关键词
均值-半偏差投资组合模型；隶属度函数；模糊决策；融资Key words
the mean-semi-deviation portfolio model/ membership function/ fuzzy decision/ financing分类
管理科学引用本文复制引用
吴锦桂,李荣钧..存在融资的模糊决策投资组合模型的研究及应用[J].工业工程,2011,14(3):66-69,4.
