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

共 50 条

[41] Sustainable supplier selection and order allocation: An integrated delphi method, fuzzy TOPSIS, and multi-objective programming model [J].

Rabieh, M. ;

Rafsanjani, A. Fadaei ;

Babaei, L. ;

Esmaeili, M. .

SCIENTIA IRANICA, 2019, 26 (04) :2524-2540

[42] Effective implementation of the ε-constraint method in Multi-Objective Mathematical Programming problems [J].

Mavrotas, George .

APPLIED MATHEMATICS AND COMPUTATION, 2009, 213 (02) :455-465

[43] Multi-objective fuzzy transportation problem with fuzzy decision variables – NSGA-II approach [J].

Tadesse A. ;

Acharya S. ;

Sahoo M. .

International Journal of Industrial and Systems Engineering, 2023, 45 (03) :398-415

[44] Fuzzy goal programming algorithm for solving decentralized bi-level multi-objective programming problems [J].

Baky, Ibrahim A. .

FUZZY SETS AND SYSTEMS, 2009, 160 (18) :2701-2713

[45] A Synthesizing Effect-Based Solution Method for Stochastic Rough Multi-objective Programming Problems [J].

Lei Zhou ;

Guoshan Zhang ;

Fachao Li .

International Journal of Computational Intelligence Systems, 2014, 7 :696-705

[46] A Synthesizing Effect-Based Solution Method for Stochastic Rough Multi-objective Programming Problems [J].

Zhou, Lei ;

Zhang, Guoshan ;

Li, Fachao .

INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS, 2014, 7 (04) :696-705

[47] A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems [J].

Shiraz, Rashed Khanjani ;

Charles, Vincent ;

Tavana, Madjid ;

Di Caprio, Debora .

STOCHASTIC ANALYSIS AND APPLICATIONS, 2017, 35 (01) :40-62

[48] A fuzzy robust stochastic mathematical programming approach for multi-objective scheduling of the surgical cases [J].

Mohammad Mahdi Nasiri ;

Farzaneh Shakouhi ;

Fariborz Jolai .

OPSEARCH, 2019, 56 :890-910

[49] A fuzzy multi-objective programming for optimization of fire station locations through genetic algorithms [J].

Yang, Lili ;

Jones, Bryan F. ;

Yang, Shuang-Hua .

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2007, 181 (02) :903-915

[50] Fuzzy multi-objective chance-constrained programming model for hazardous materials transportation [J].

Du, Jiaoman ;

Yu, Lean ;

Li, Xiang .

INTERNATIONAL JOURNAL OF GENERAL SYSTEMS, 2016, 45 (03) :286-310

← 1 2 3 4 5 →