A Portfolio Selection Model Based on the Fuzzy Decision-making
Zhang Yin-l · Shuxue de shijian yu renshi · 2013
Based on fuzzy decision theory and transaction cost with V- type half absolute deviation risk function portfolio selection,this paper proposes a new nonlinear membership function about investment income target level and investment risk target level psychological satisfaction,then make a nonlinear satisfaction investors portfolio selection model into a standard linear programming model,and Proof of the equivalence of the two model,finally,illustrate the validity and Feasibility of the model according to the specific instance.