Group Selection Model of a Kind of Portfolio
Quan Shao · Journal of Shandong University of Science and Technology · 2008
According to possibility grades offered by experts,the rates of returns on stocks in the future are forecasted and represented by triangular fuzzy numbers from optimistic,pessimistic and compromise viewpoints.The forecasted results by different experts are represented by a set of different triangular fuzzy numbers.Based on the similarity indexes of each pair of fuzzy numbers,a group investment combination model is proposed to integrate experts' judgments.A numerical example of a portfolio selection problem is given to illustrate our proposed approaches.