Decision Based on Fuzzy Multi-Objective Programming Method of High-Tech Investment Portfolio

Abstract:

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The expected rate of earnings and risk of high-tech projects are very fuzzy, and investors hope to get the expected rate of earnings maximization and risk minimization. Therefore, this paper establishes the model of fuzzy multi-objective programming method to select an optimal portfolio scheme. On the one hand, the objectives risk can be scattered, on the other hand investors can get ideal earnings. The example shows that this method to solve problems of portfolio investment decision is feasible and effective.

Info:

Periodical:

Key Engineering Materials (Volumes 474-476)

Edited by:

Garry Zhu

Pages:

1961-1965

DOI:

10.4028/www.scientific.net/KEM.474-476.1961

Citation:

T. Wang and L. F. Li, "Decision Based on Fuzzy Multi-Objective Programming Method of High-Tech Investment Portfolio", Key Engineering Materials, Vols. 474-476, pp. 1961-1965, 2011

Online since:

April 2011

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Price:

$35.00

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