A optional model of portfolio investment with fuzzy-coefficient in which profit rates and risk rates are fuzzy Numbers is presented in this paper.
针对预期收益率与风险损失率为模糊数时,建立了一种具有模糊系数的证券组合投资选择模型。
The profit rate, investment risk and transaction cost are synthetically considered in this new model, which is very useful in the portfolio selection.
在本模型中综合考虑了证券组合的收益,风险,交易费用等因素,对投资者选择有效证券组合有一定的实用价值。
The purpose for this model is to rationally allocate the capital and other resources and to maximize the profit of investment project portfolio within the risk bearing capability.
该模型在保证资金等资源合理配置的前提下,在风险承受范围内,实现了项目组合收益的最大化。
The purpose for this model is to rationally allocate the capital and other resources and to maximize the profit of investment project portfolio within the risk bearing capability.
该模型在保证资金等资源合理配置的前提下,在风险承受范围内,实现了项目组合收益的最大化。
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