In the article, the present value is considered as a trapezoidal fuzzy number, same as
obtained expected discount factor. The imprecise value of this factor may be used as a …

Investor's risk of tolerance level has been widely categorized into three types, namely, risk
averse, risk seeker and risk neutral. Nevertheless, in assessing the risk of a particular asset …

考虑到投资者并不是完全理性的, 本文结合DEA 博弈交叉效率方法研究了带有投资者心理因素
的多目标模糊投资组合决策问题. 首先, 为了充分描绘投资者的心理因素和风险感知 …

随着模糊理论的不断发展与其在证券市场的广泛应用, 越来越多的学者关注到参数模糊化对投资
组合优化具有重要作用. 本文利用集合经验模态分解(EEMD) 和模糊线性回归相结合的预测方法 …

By considering the stock market's fuzzy uncertainty and investors' psychological factors, this
paper studies the portfolio performance evaluation problems with different risk attitudes …

The classical Markowitz's mean-variance model in modern investment science uses
variance as risk measure while it ignores the asymmetry of the return distribution. This article …

本文在可信性理论的基础上, 将资产收益率视为模糊变量, 建立了均值–方差–VaR–偏度–
正弦熵的多目标模糊投资组合模型, 利用遗传算法求解最优投资策略. 研究表明: 模糊VaR …

In general, the present value (PV) concept is ambiguous. Therefore, behavioural factors may
influence on the PV evaluation. The main aim of our paper is to propose some method of soft …

The security market is an uncertain and extremely complicated system, in which few
scholars focus on the investor's behavioral analysis by risk adaptation value parameter in …