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中文摘要：
通过建立基于UOWA算子的区间数证券组合投资模型,引入目标函数偏好水平、约束条件满足水平将区间数线性规划问题转化成确定型的混合整数规划问题,投资者可依据个人风险偏好及客观情况,给定相关参数的估计值,从而得到相应情况下的有效投资策略.最后通过实例,说明了模型具有可行性和良好的决策弹性.
英文摘要：
This paper builds a portfolio model of interval numbers based on UOWA operator.By introducing a preference degree of objective function and a satisfactory degree of restraint conditions,we transform interval number linear programming problem into mixed integer programming problem with real coefficients.Investors can set the estimated value of the correlation coefficient according to individual risk preference and the objective conditions to attain the corresponding effective investment strategies.Finally,by analyzing typical examples,we illustrate the feasibility and flexibility of this model in the investment process.
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