摘要
考虑保到守型 ,中间型 ,风险型三种不同类型投资者对风险程度的偏好不同 ,采用层次分析法对不同利润加权 ,加权后 ,根据希望收益达到最大 ,而风险尽可能最小的投资原则 ,建立一个双目标的优化模型 。
Considering different extent in preference for risks by three different kinds of investors,namely conservative,intermediate and risky investors,we apply analytical hhierarchy process to impose different weights for different interests in table 1.We then present a biobjective optimization model and obtain the optimal solutions satisfying different types of investors,according the principle of anticipating maximal interest and minimal risk.
出处
《贵州大学学报（自然科学版）》
2002年第3期221-226,共6页
Journal of Guizhou University:Natural Sciences
