运用模糊优化和进化规划方法,研究新风险概念下的模糊证券组合选择,并给出了其相应算法。
Then the methods of fuzzy optimization and evolution programming are adopted to study the portfolio investment under a new risk concept, and an algorithm for solving the problem is given.
本文提出了一种考虑收益和风险偏好的组合证券模糊最优化模型。
In this paper, authors raise fuzzy optimization models of portfolio selection which give consideration to both return and desiration.
本文提出了一种考虑收益和风险偏好的组合证券模糊最优化模型。
In this paper, authors raise fuzzy optimization models of portfolio selection which give consideration to both return and desiration.
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