论文部分内容阅读
根据多种证券收益率的统计数字，利用模糊多目标规划技术，给出一个新的证券投资决策模型。该模型的目标函数及其约束函数均为模糊数，它克服了文献［１～５］中模型系数为常量的缺陷，使其符合于预期收益率和投资风险的非稳定性
According to the statistics of multiple securities yields, a new securities investment decision model is given by using fuzzy multi-objective programming. The objective function of the model and its constraint function are fuzzy numbers, which overcomes the defects that the model coefficients in the literature [1 ~ 5] are constants and makes them consistent with the expected rate of return and investment risk instability