【摘要】 怎样选择一个比较满意的证券投资组合,在一定条件下实现一个最有效率的风险-收益搭配,是证券组合投资优化问题的关键。文中利用L-R模糊数来描述了某证券的期望收益率和风险损失率,从而对证券组合投资问题建立了一种模糊线性规划模型,并给出了模型的求解方法,试图优化证券的投资组合,最后给出了一个算例。更多还原

【Abstract】 The key to the portfolio investment optimization is how to select a type of the more satisfying investment portfolio,and then to achieve it with the most efficient collocation between risk and return. L-R uzzy number is used to depict one stock’s expected rate of the return and the risk rate, and builds up a fuzzy linear programming model on the portfolio investment ,trying to optimizate the portfolio investment.Finally, an applied example is given.更多还原