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中文摘要：
本文研究了一类回报率不确定的投资组合问题．利用鲁棒优化方法，提出了一种鲁棒平均绝对偏差模型．现有的研究通常假设回报率是呈对称分布的不确定数据，本文提出的模型可处理非对称分布的不确定数据，适用范围更广．
英文摘要：
A portfolio optimization problem with asymmetric returns of assets is considered in this paper. By using robust optimization approach we construct a robust mean absolute deviation model. The existing portfolio models are under the assumption that the random returns of assets are symmetrically bounded around their means. We relax this assumption to handle asymmetric data and make our model more suitable for applications.
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New parametric prioritization methods for an analytical hierarchy process based on a pairwise compar
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