Fuzzy Portfolio Selection Problems for Conservative Investors

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.

关键词： fuzzy ranking conservative preference order portfolio selection fuzzy portfolio selection

作者: Hsuan-Ku Liu Berlin Wu

作者单位: Department of Mathematics and Information Education National Taipei University of Education Taipei, Department of Mathematical Science National Chengchi University Taipei, Taiwan

会议类型: 国际会议

会议名称: The 10th International Conference on Intelligent Technologies(第十届智慧科技国际会议 InTech09)

会议地点: 桂林

会议语种:英文

页码: 283-285

在线出版日期: 2009-12-12（万方平台首次上网日期，不代表论文的发表时间）