【摘要】 利用模糊数来描述证券组合的预期收益率和风险损失率,对证券组合投资问题建立了一种模糊线性规划模型,并讨论了利用模糊约束满意度将模型转化为普通线性规划模型的方法,最后给出了一个具体的例子.更多还原

【Abstract】 The authors provided a fuzzylinear program model of portfolio investment in which expected return rates and risk rates are fuzzy numbers.The method for converting the model to an ordinary linear programming by the satisfaction of constraints is discussed. An example is also given in the end.更多还原