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文章基本信息

  • 标题:FUZZY LOGIC AND COMPROMISE PROGRAMMING IN PORTFOLIO MANAGEMENT
  • 本地全文:下载
  • 作者:Duval, Yann ; Featherstone, Allen M.
  • 期刊名称:Journal of Food Distribution Research
  • 印刷版ISSN:0047-245X
  • 出版年度:1999
  • 期号:SUPPL
  • 出版社:Food Distribution Research Society
  • 摘要:The objective of this paper is to develop a portfolio optimization technique thatis simple enough for an individual with little knowledge of economic theory tosystematically determine his own optimized portfolio. A compromise programmingapproach and a fuzzy logic approach are developed as alternatives to the traditional EVmodel.
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