Multi-objective Programming Model for Asset Portfolio Selection
作者： Wenguang Tang , Fenxia Zhao
DOI: 10.1109/CSO.2011.171
关键词:
摘要: This paper presents a multi-objective programming model for the asset portfolio selection problem. Use idea of fuzzy sets to set up membership function objective providing satisfaction degree return and risk portfolio. Then approach is used achieve high test each functions abtain satisfactary solution decision maker. Numerical examples are given demonstrate proposed approach.
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