Decision Based on Fuzzy Multi-Objective Programming Method of High-Tech Investment Portfolio

被引：0

作者：

Wang, Ting ^{[1
]}

Li, Lifeng ^{[1
]}

机构：

[1] N China Elect Power Univ, Dept Econ & Management, Baoding 071003, Peoples R China

来源：

ADVANCED MATERIALS AND COMPUTER SCIENCE, PTS 1-3 | 2011年 / 474-476卷

关键词：

Fuzzy; Multi-objective Programming; Investment Portfolio; High-tech;

D O I：

10.4028/www.scientific.net/KEM.474-476.1961

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The expected rate of earnings and risk of high-tech projects are very fuzzy, and investors hope to get the expected rate of earnings maximization and risk minimization. Therefore, this paper establishes the model of fuzzy multi-objective programming method to select an optimal portfolio scheme. On the one hand, the objectives risk can be scattered, on the other hand investors can get ideal earnings. The example shows that this method to solve problems of portfolio investment decision is feasible and effective.

引用

页码：1961 / 1965

页数：5

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