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

页码：283 / 285

页数：3

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