| 不确定收益率下投资组合的可拓评价及变换 |
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| 引用本文： | 王伟,刘巍.不确定收益率下投资组合的可拓评价及变换[J].广东工业大学学报,2012(1):83-87. |
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| 作者姓名： | 王伟 刘巍 |
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| 作者单位： | 烟台大学数学与信息科学学院;大连海事大学专业学位教育学院 |
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| 摘 要： | 在现实证券市场中,由于市场的波动及经济现象本身的不可控性以及人的主观对收益的预期和风险的承受度不同,导致预期收益率和实际收益率往往具有不可控性,难于用精确值量化.本文运用可拓学理论,对投资组合中超出风险范围的证券,通过建立证券评价选优的物元模型,设计出一套刻画股票特征的指标,设定衡量指标的权系数,计算各证券的满意度,并提出了进行投资组合变换的方法.
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| 关 键 词： | 投资组合 物元模型 可拓评价 可拓变换 |
Extension Evaluation and Transformation of the Stock under Uncertain Profit Rates |
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| Wang Wei,Liu Wei.Extension Evaluation and Transformation of the Stock under Uncertain Profit Rates[J].Journal of Guangdong University of Technology,2012(1):83-87. |
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| Authors: | Wang Wei Liu Wei |
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| Affiliation: | 1.Department of Mathematics and Information Science,Yantai University,Yantai 264000,China; 2.School of Special Degree Education,Dalian Maritime University,Dalian 116622,China) |
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| Abstract: | With the fluctuation of the stock market,uncontrollable economy,people’s different expectations of profit rates and their different degrees of endurance against risk,stock investment has uncertainty.Because of the uncertainty of expected profit rate and practical yield,it is difficult to measure accurately the profit rate.Regarding the dissatisfactory stock,it built the matter-element model of investment portfolio,designed some index of stock characters,fixed the power quotiety of scale index,calculated satisfaction degree of stock,and proposed the method to transform investment portfolio. |
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| Keywords: | investment portfolio matter-element model extension evaluation extension transformation |
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