经济数学2017，Vol.34Issue(1)：101-104,4.
基于可信性理论的投资组合优化问题研究
Study of Portfolio Optimization Model Based on Credibility Theory
摘要
Abstract
We established the portfolio model based on credibility theory.The minimizing risk single objective portfolio model and the maximizing return single objective portfolio model were established and studied.Then the Lagrange multiplier method was used to comput the two models.Finally, a numerical example was given to illustrate the validity of the method.To compare and analyze the two models,we find that the results of two models are basically in coincidence.关键词
投资组合/可信性测度/梯形模糊数Key words
portfolio model/credibility measure/trapezoidal fuzzy number分类
管理科学引用本文复制引用
韩文倩..基于可信性理论的投资组合优化问题研究[J].经济数学,2017,34(1):101-104,4.
