In Securities Markets的意思|示意

在证券市场 Abstract： In securities markets, the expected rates of security returns are difficulty to estimate precisely due to many uncertainties. In this paper, we use fuzzy numbers to deal with the uncertainty. A new portfolio selection model with fuzzy coefficients is proposed. In this model we extend absolute deviation to a fuzzy case to measure the risk of portfolio. Different dominance criteria are used to transform the portfolio selection model to its equivalent deterministic-crisp linear programming problem. An example is given to illustrate that the new models can be used efficiently to solve portfolio selection problems.