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Research On Portfolio Investment Under Fuzzy-Programming And Intelligent Optimization

Posted on:2004-11-14Degree:MasterType:Thesis
Country:ChinaCandidate:J FangFull Text:PDF
GTID:2156360095961882Subject:Technical Economics and Management
Abstract/Summary:PDF Full Text Request
This paper first analyzes the limitations of the traditional portfolio investment models and their probable falsely direct uses in China stock market. Then by means of mathematical tools such as probability analyses, fuzzy research, and genetic algorithms, constructs a new portfolio selection method and its model from the point of view of practical utility in China. Finally a practical portfolio selection example is provided with all its traditional and modern intelligent evaluation results that elaborate the effectiveness of the model. FANG Jun (item evaluation and investment decision-making)Directed by Prof. JIA Zhengyuan...
Keywords/Search Tags:portfolio selection, capital market theories, fuzzy linear programming, intelligent optimization
PDF Full Text Request
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