文章基本信息

标题：FUZZY LOGIC AND COMPROMISE PROGRAMMING IN PORTFOLIO MANAGEMENT
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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.