Fuzzy Portfolio Selection Problems for Conservative Investors

被引：0
|
作者：
Liu, Hsuan-Ku [1 ]
Wu, Berlin [1 ]
机构：
[1] Natl Taipei Univ Educ, Dept Math & Informat Educ, Taipei, Taiwan
来源：
PROCEEDING OF THE 10TH INTERNATIONAL CONFERENCE ON INTELLIGENT TECHNOLOGIES | 2009年
关键词：
fuzzy ranking; conservative preference order; portfolio selection; fuzzy portfolio selection;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
This paper addresses a fuzzy portfolio selection problem for a conservative investor. From the view point of the conservative preference, the fuzzy optimization model can be transformed into a linear programming model. The numerical example expresses that the return of the optimal portfolio is greater than the existing ones under the conservative preference order.
引用
收藏
页码：283 / 285
页数：3
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