作者: Ralf Östermark
DOI: 10.1016/0165-0114(89)90073-0
关键词: Capital asset pricing model 、 Fuzzy logic 、 Coefficient matrix 、 Mathematical optimization 、 Project portfolio management 、 Quadratic equation 、 Mathematics 、 Portfolio 、 Actuarial science 、 Fuzzy control system 、 Fuzzy set
摘要: Abstract In this paper the topic of portfolio management is tackled by a fuzzy mathematical programming approach. It demonstrated that managerial imprecision may be explicitly incorporated in policy constraints augmented coefficient matrix quadratic problem. By organizing first-order conditions problem linearized and solvable inversion. Through fuzzification, parametric methods linear programming. The program directly amenable to position vector method develop author.