介绍了三角模糊数的度量标准,给出相关的隶属函数和模糊数优度和劣度的概念.讨论了证券组合投资的收益率和风险损失率均为模糊数,且含有无风险证券的证券组合投资模糊目标线性规划模型.在该模型中,通过引入模糊数和三角模糊数的优度和劣度,将模糊目标函数转化为确定型的线性规划模型.投资者可以根据对收益风险的关心程度、对风险的喜好程度及金融市场的客观情况,得到相应情况下的有效投资方案.
This paper introduces the metrical standards of triangular fuzzy number, presents the relevant membership function and the concepts of superiority and inferiority of fuzzy number, discusses a fuzzy object linear planning model of portfolio investment with riskless securities, where rate of return and risk loss rate are both fuzzy numbers. In this model, through the introduction of fuzzy numbers and triangular fuzzy number of goodness and the bad, fuzzy objective function is transformed into a set of linear programming model. Investors can obtain effective investment plan based on the income level of interest and the degree of risk preferences and the objective circumstances of financial markets.