宁夏大学学报（自然科学版）2017，Vol.38Issue(4)：342-346,352,6.
考虑通货膨胀因素的模糊投资组合MV模型
Fuzzy Portfolio MV Model Considering Inflation Factors
摘要
Abstract
Based on the theory of credibility,the inflation factor into the fuzzy-portfolio Mean-Variance (MV)model is introduced.As a result of the uncertainty of the inflation rate,the inflation rate is regarded as a fuzzy variable,then a fuzzy portfolio MV model considering inflation is presented.In addition,the fuzzy portfolio MV model is given when the yield and risk of risky assets are respectively triangular,trapezoidal and bell-shaped fuzzy variables.Further more,the particle swarm optimization algorithm is used to solve the model,and the investment risk and investment strategy under different inflation rate is obtained.Experimental results show that the fuzzy portfolio MV model considering the inflation factor can reflect the real investment of investors.关键词
通货膨胀/可信性理论/投资组合模型/粒子群优化算法Key words
inflation/credibility theory/portfolio model/particle swarm optimization algorithm分类
数理科学引用本文复制引用
王强,李婷..考虑通货膨胀因素的模糊投资组合MV模型[J].宁夏大学学报（自然科学版）,2017,38(4):342-346,352,6.基金项目
国家自然科学基金资助项目(71461024) （71461024）
