[計算機]模糊隨機變量論文：半方差風險準則與應用(編輯修改稿)
2025-02-12 05:00 本頁面
【文章內(nèi)容簡介】 ariable, and establish the semivariance formulas for triangular and trapezoidal fuzzy random variables. Then, on the basis of expectation and semivariance, we build three classes of portfolio selection models with fuzzy random returns. According to the established semivariance formulas, the original fuzzy random portfolio problems can be reduced to their equivalent stochastic programming ones, which can be solved by conventional optimization software. Finally, we give two numerical examples to demonstrate the proposed modeling main contribution of this thesis co
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