青岛大学学报（自然科学版）2017，Vol.30Issue(2)：97-101,5.DOI:10.3969/j.issn.1006-1037.2017.05.21
基于稳健设计的证券投资决策研究
Research of Securities Investment Decision Based on Taguchi Method
摘要
Abstract
From the perspective of securities investment decision-making point of view, the Markowitz model was analysed.Aiming at the defect of the model, the method of experiment design was put forward.Based on Taguchi robust design, the quality loss function and the prospect theory were combined to obtain the asymmetric quality loss function, and it be used to make the investment decision optimization.The results showed that, the experimental design based on the objective of minimizing the quality loss function, to solve the shortcomings of the Markowitz model single variable control, and it ensure the robustness of the model.The example showed that the method was feasible and effective.关键词
证券投资决策/稳健设计/质量损失函数/前景理论Key words
investment securities design/robust design/quality loss function/prospect theory分类
管理科学引用本文复制引用
刘玉新,高齐圣..基于稳健设计的证券投资决策研究[J].青岛大学学报（自然科学版）,2017,30(2):97-101,5.
