뗚23뻭뗚1웚듳ꆡ톧ꆡ쫽ꆡ톧,ꇭ.12007쓪2퓂믹폚쟸볤쫽뗄횤좯ퟩ뫏춶쒣탍퇐뺿돂뮪폑1,ꆡ헔폱쎷1,2(1.낲믕듳톧쫽톧폫볆쯣뿆톧톧풺,낲믕뫏럊230039;ꆡ2.냶늺톧풺샭톧쾵,낲믕냶늺233030)ꆡꆡ[햪ꆡ튪]쳡돶쇋횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮쒣탍.춨맽틽죫쟸볤쫽쿟탔맦뮮컊쳢훐뗄쒿뇪몯쫽폅뮯쮮욽ꛁ뫍풼쫸쮮욽ꛂ붫쒿뇪몯쫽뫍풼쫸쳵볾뻹캪쟸볤쫽뗄쿟탔맦뮮컊쳢뮯캪좷뚨탍뗄쿟탔맦뮮컊쳢.춶헟뿉틔룹뻝ퟔ벺뗄럧쿕쾲뫃돌뛈뫍뿍맛쟩뿶,뛔헢솽룶닎쫽ퟶ돶늻춬뗄맀볆,듓뛸뗃떽쿠펦쟩뿶쿂뗄폐킧춶랽낸,쪹횤좯ퟩ뫏춶뻶닟룼뻟죡탔.ퟮ뫳춨맽쪵샽럖컶쮵쏷쇋룃쒣탍뗄뿉탐탔.[맘볼듊]횤좯ퟩ뫏춶;쟸볤쫽쿟탔맦뮮;폅뮯쮮욽;싺ퟣ쮮욽;폐킧뷢[훐춼럖샠뫅]ꆡꆡ[컄쿗뇪쪶싫]Bꆡꆡ[컄헂뇠뫅]167221454(2007)01200212051ꆡ틽ꆡꆡ퇔억놴뛻붱뗃훷HarryMarkowitz쳡돶쇋횤좯ퟩ뫏춶뻹횵2랽닮쒣탍,듋쒣탍쫇쿖듺횤좯ퟩ뫏춶샭싛뗄믹쪯[1].횮뫳,맺쓚췢탭뛠톧헟훂솦폚헢랽쏦뗄퇐뺿,늢쟒좡뗃쇋탭뛠럡쮶뗄돉맻.좻뛸쒿잰뻸듳뛠쫽횤좯ퟩ뫏춶쒣탍쫇헫뛔춶쫕틦싊뫍럧쿕뻹캪뺫좷쫽뗄쟩탎뷸탐쇋퇐뺿.쪵볊짏평폚횤좯쫐뎡늻좷뚨탔뗄틲쯘뗄펰쿬,횤좯춶뗄쫕틦싊펦룃쫇튻룶쟸볤횵.틲듋헫뛔춶쫕틦싊뫍럧쿕뻹캪쟸볤쫽뗄ퟩ뫏춶쒣탍뗄퇐뺿룼뻟폐쪵볊틢틥.쒿잰,쟸볤쫽쿟탔맦뮮컊쳢쫇맺쓚췢톧헟퇐뺿뗄죈뗣컊쳢횮튻,늢쟒퓚쟸볤쫽쿟탔맦뮮벰웤펦폃랽쏦좡뗃탭뛠퇐뺿돉맻.컄쿗[2]퇐뺿쇋쫴탔좨훘췪좫캴횪,쫴탔횵캪쟸볤쫽쟒뛔랽낸폐욫뫃뗄늻좷뚨뛠쫴탔뻶닟컊쳢;컄쿗[3]뛔폚쫴탔좨훘벰뻶닟뻘헳풪쯘뻹캪쟸볤쫽뗄늻좷뚨뛠쫴탔뻶닟컊쳢쳡돶쇋튻훖떥쒿뇪ퟮ폅뮯쒣탍뫍튻훖믹폚뿉쓜뛈뗄뻶닟랽낸업탲램뗈뗈.좻뛸,폐맘횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮컊쳢뗄퇐뺿돉맻뷏짙.컄쿗[7]쳡돶쇋튻훖쟸볤쫽뗄ퟩ뫏춶쒣탍,놾컄퓚듋믹뒡짏붨솢쇋횤좯ퟩ뫏춶뗄쫕틦싊,럧쿕횵뻹캪쟸볤쫽뗄쿟탔맦뮮쒣탍,쳖싛쇋웤튻훖폐킧뷢,ퟮ뫳뷸탐쇋쪵샽럖컶.2ꆡ풤놸횪쪶[4]짨A,B뇭쪾쟸볤쫽UL,A=L[a,a],a뇭쪾쟸볤쫽A뗄쿂쿞U,a뇭쪾쟸볤쫽A뗄짏쿞U,B=L[b,b],퓲쟸볤쫽뗄볓램,복램뫍쫽돋퓋쯣뚨틥캪LUka,ka],kꇝ0,A+B=L[a+LUb,a+Ub],ꆡALUUL-B=[a-b,a-b],ꆡ[kA=Uk캪좷쫽.L[ka,ka],k<0,뛔폚늻좷뚨뗄풼쫸쳵볾,캪쇋랴펳뻶닟뇤솿싺ퟣ풼쫸쳵볾뗄돌뛈,탨틽뷸쟸볤쫽솽솽뇈뷏뿉쓜뛈뗄뚨틥.뚨틥1[4]ꆡ뛔폚쟸볤쫽A=LUU[a,a],B=L[b,b],볇Len(A)=ULa-a,Len(BL)=Ub-b,퓲돆ULPa-a))(AꇜBmax(0,Len(A)+Len(B)-max(0,)=(L1)en(A)+Len(B)ꆡ[쫕룥죕웚]2005206217ꆡ[믹뷰쿮쒿]맺볒ퟔ좻뿆톧믹뷰훺쿮쒿(70571001);낲믕쪡뷌폽쳼뿆퇐믹뷰훺쿮쒿(070416245)' 1994-2014 China Academic Journal Electronic Publishing House. All rights reserved.
22듳ꆡ톧ꆡ쫽ꆡ톧ꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡ뗚23뻭캪AꇜB뗄뿉쓜.돆죧쿂쿟탔맦뮮쒣탍캪쟸볤쫽뗄쿟탔맦뮮쒣탍뗄뇪ힼ탍:nmcjxj,axZ(x)=ꇆj=1nꇆAijxjꇜBi,i=1,2,ꆭ,m,(2)=1xjꇝ0,j=1,2,ꆭ,m,웤훐쾵쫽Aij=LUULU[aij,aij],Bi=L[bi,bi],cj=[cj,cj]뻹캪쟸볤쫽,xj캪쟸볤쫽맦뮮쒣탍뗄뻶닟뇤솿.3ꆡ믹폚쟸볤쫽뗄횤좯ퟩ뫏춶쒣탍뗄붨솢벰웤쟳뷢ꆡ쟸볤쫽뗄횤좯ퟩ뫏춶쒣탍뗄붨솢짨춶헟톡퓱n훖럧쿕횤좯ퟩ뫏춶,틔쟸볤쫽Ri=LU[ri,ri]뇭쪾뗚i훖횤좯퓚돖폐웚쓚춶믱뗃n쫕틦싊뗄랶캧;wi뇭쪾뗚i훖횤좯뗄춶뇈샽,i=1,2,ꆭ,n,싺ퟣ맩튻뮯쳵볾ꇆwi=1,쿖쪵횤좯쫐뎡i=1짏싴뿕닙ퟷ늻놻퓊탭,wi싺ퟣ럇뢺탔,벴wiꇝ0,i=1,2,ꆭ,n.퓲돖폐웚쓚뗄횤좯ퟩ뫏춶ퟜ뗄쫕틦싊캪nR(W)=ꇆRiwi.(3)i=1춨뎣Markowitz뗄횤좯ퟩ뫏춶뻹횵2랽닮쒣탍횤좯쫕틦싊뗄랽닮ퟷ캪럧쿕뛈솿횸뇪,뛸놾컄닉폃컄쿗[7]뗄ퟶ램,틽뷸횤좯퓚돖폐웚쓚럧쿕쯰쪧싊뗄룅쓮,쯼뇭쪾퓚튻룶춶훜웚쓚닺랢짺럧쿕쪱뿉쓜뗄쯰쪧퓚ퟜ춶훐쯹햼뗄냙럖뇈[7].짨Qi=LU[qi,qi]뇭쪾뗚i훖횤좯퓚돖폐웚쓚럧쿕쯰쪧싊뗄랶캧;B=LU[b,b]뇭쪾춶헟퓚돖폐웚쓚ퟮ듳쯹쓜돐쫜럧쿕뗄돌뛈.ퟷ캪샭탔뗄춶헟,튻냣쫇럧쿕맦뇜탍뗄.퓲돖폐웚쓚뗄횤좯ퟩ뫏춶ퟜ뗄럧쿕쯰쪧싊싺ퟣ틔쳵볾nꇆQiwiꇜB,ꆡi=1,2,ꆭ,n;(4)i=1춶헟펦톡퓱퓚쯹쓜돐쫜럧쿕뗄돌뛈쳵볾쿂,쪹ퟩ뫏춶뗄쫕틦ퟮ듳,폚쫇횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮쒣탍(1)캪nmaxR(W)=ꇆRiwi,i=1nꇆQiwiꇜB,i=1(5)ꇆwi=1,wiꇝ0,ꆡi=1,2,ꆭ,=ꆡ횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮쒣탍뗄쟳뷢뛔폚쟸볤쫽쿟탔맦뮮컊쳢뗄쟳뷢랽램,Tong[5]퇐뺿쇋쒿뇪몯쫽쾵쫽뫍풼쫸쳵볾쾵쫽뻹캪쟸볤쫽뗄쿟탔맦뮮쒣탍뗄쟳뷢,쯻룹뻝쒣탍뗄ퟮ듳쿞뛈늻뗈쪽뫍ퟮ킡쿞뛈늻뗈쪽쟳돶쒿뇪몯쫽뷢뗄뿉쓜쟸볤,헢룶뷢쟸볤뗄뛋뗣듺뇭쇋쒿뇪몯쫽뫍풼쫸쳵볾뗄솽훖벫뛋쟩뿶.컄쿗[6]삩햹쇋쟸볤쫽쿟탔맦뮮뗄뷢램,뾼싇떽쒿뇪몯쫽뫍풼쫸쳵볾퓚쿟탔맦뮮훐뗄늻춬ퟷ폃,춨맽틽죫쒿뇪몯쫽폅뮯쮮욽닎쫽ꛁ뫍풼쫸쳵볾싺ퟣ쮮욽닎쫽ꛂ,붫쟸볤쫽쿟탔맦뮮컊쳢뮯캪좷뚨탍뗄닎쫽쿟탔맦뮮컊쳢.뛔폚횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮쒣탍(1),쯼뗄쒿뇪몯쫽폅뮯쮮욽닎쫽ꛁ(0ꇜꛁꇜ1)뛔펦뗄ퟩ뫏춶뗄쫕틦싊캪nR(W,ꛁ)=ꇆ[(1LU-ꛁ)ri+ꛁri]wi.(6)i=1쿔좻ꛁ풽뷓뷼폚0,쒿뇪몯쫽폅뮯쮮욽닎쫽ꛁ뛔펦뗄ퟩ뫏춶뗄쫕틦싊풽뷓뷼쟸볤쫕틦싊뗄쿂쿞,' 1994-2014 China Academic Journal Electronic Publishing House. All rights reserved.
뗚1웚ꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡ돂뮪폑,뗈:믹폚쟸볤쫽뗄횤좯ퟩ뫏춶쒣탍퇐뺿23랴횮ꛁ풽뷓뷼폚1,퓲쯼풽뷓뷼쟸볤쫕틦싊뗄짏쿞,틲듋ꛁ뇭쪾춶헟뛔쫕틦싊맀볆뗄샖맛돌뛈,폚쫇뿉돆ꛁ캪샖맛쾵쫽.뚨틥2ꆡ뛔쒣탍(1)뗄죎튻싺ퟣ럇뢺맩튻뮯쳵볾뗄뷢쿲솿W=(w1,w2,ꆭ,wTn),돆뿉쓜뛈nnPꇆQiwiꇜB캪뷢쿲솿W뛔쟸볤쫽풼쫸쳵볾ꇆQiwiꇜB뗄싺ퟣ쮮욽.i=1i=1n뚨샭1ꆡ뷢쿲솿W뛔쟸볤쫽풼쫸쳵볾뗄싺ퟣ쮮욽PꇆQiwiꇜBꇝꛂ뗄돤튪쳵볾쫇쟸볤쫽풼쫸i=1n쳵볾ꇆQiwiꇜB뿉뮯캪좷뚨탍풼쫸쳵볾i=1nnLU(1-ꛂ)ꇆLqiwi+ꛂꇆqiwiꇜꛂb+(1-ꛂU)b,(7)i=1i=1웤훐0ꇜꛂꇜ1,ꛂ뗄듳킡랴펳뷢쿲솿뛔쟸볤쫽풼쫸쳵볾싺ퟣ돌뛈.nnn횤ꆡ뇘튪탔.평쟸볤쫽뗄퓋쯣램퓲횪ꇆQiwi=ꇆLqiwiꆡꇆUqiwi,쟒평뚨틥1뗃i=1i=1i=1nnnLLULenꇆQiwi=ꇆUqiwi-ꇆqiwi,ꆡLen(B)=b-b.(8)i=1i=1i=1평뇘튪탔쳵볾뫍뚨틥1,퓲폐nnnmax0,LenꇆQiwi+Len(B)-mULax0,ꇆqiwi-bPꇆQi=1iwiꇜB=i=1nꇝꛂ,(9)i=1LenꇆQiwi+Len(B)i=1nn떱ꇆULUqiwiꇝb쪱,max0L,ꇆnUqiwi-b=qiwLi-b,냑(8)쪽듺죫(9)쪽폐i=1ꇆi=1i=1nnnLULUL(ꛂ-1)ꇆUqiwi-ꇆqiwi+b-b+ꇆqiwi-bꇜ=1i=1i=1nn헻샭뗃(1-ꛂ)ꇆLqiwi+ꛂꇆUqiwLiꇜꛂb+(1-ꛂU)b,벴(7)쪽돉솢.i=1i=1n떱ꇆULqiwiꇜb쪱,늢힢틢떽쒳룶쟸볤쫽뗄쿂쿞킡폚뗈폚웤짏쿞뗄쫂쪵,틲캪0ꇜꛂꇜ1,쯹틔폐:i=1nnnL(1-ꛂ)ꇆqiwi+ꛂꇆUqiwiꇜꇆUqiwiꇜLbꇜꛂLb+(1U-ꛂ)b,듓뛸(7)쪽돉솢.뇘튪탔뗃횤.i=1i=1i=1(2)돤럖탔.죴(7)쪽돉솢,퓲nnnnLU(ꛂ-1)ꇆUqiwi-ꇆqiwi-(ꛂ-1)ꇆULqiwi+ꛂꇆUqiwiꇜꛂLb+(1-ꛂ)[b-b]+(1L-ꛂ)b,i=1i=1i=1i=1벴nnUL(ꛂ-1)LenꇆQiwi+(ꛂ-1)Len(B)ꇜ-ꇆqiwi+b,i=1i=1헻샭뗃nnLULenꇆQiwi+Len(B)-ꇆqiwi-bi=1i=1nꇝꛂ.(10)LenꇆQiwi+Len(B)i=1nnn죴ꇆULqiwi-bꇝ0,퓲평뚨틥1횪(10)쪽ퟳ뇟캪PꇆQiwiꇜB,벴PꇆQiwiꇜBꇝꛂ.죴i=1i=1i=1nnnꇆULqiwi-bꇜ0,퓲평뚨틥1횪PꇆQiwiꇜB=1,틲캪0ꇜꛂꇜ1,듓뛸PꇆQiwiꇜBꇝꛂ돉i=1i=1i=1솢.돤럖탔뗃횤.평뚨샭1춨맽틽죫쒿뇪몯쫽폅뮯쮮욽닎쫽ꛁ뫍풼쫸쳵볾싺ퟣ쮮욽닎쫽ꛂ,뿉붫횤좯ퟩ뫏춶뗄쟸볤' 1994-2014 China Academic Journal Electronic Publishing House. All rights reserved.
24듳ꆡ톧ꆡ쫽ꆡ톧ꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡ뗚23뻭쫽쿟탔맦뮮쒣탍(1)뮯캪좷뚨탍뗄쿟탔맦뮮쒣탍(2):nmaxR(W,ꛁ)=ꇆ[(1-ꛁL)ri+ꛁUri]wi,i=1nnL(1-ꛂ)ꇆqiwi+ꛂꇆUqiwiꇜꛂLb+(1-ꛂU)b,(11)i=1i=.ꆡnꇆwi=1,wiꇝ0,ꆡi=1,2,ꆭ,=1펦폃쿟탔맦뮮뗄떥뒿탐랽램뿉틔쟳돶쿟탔맦뮮쒣탍(2)뗄ퟮ폅뷢W3(ꛁ,ꛂ)=(w31(ꛁ,ꛂ),w32(ꛁ,ꛂ),ꆭ,w3Tn(ꛁ,ꛂ)),듓뛸뗃떽튻훖럧쿕횤좯ퟩ뫏춶뗄랽낸.퓚쒣탍(2)훐,폅뮯쮮욽닎쫽ꛁ뫍싺ퟣ쮮욽닎쫽럖뇰평춶헟룹뻝ퟔ벺뛔뷰죚쫐뎡쟩뿶뗄샖맛돌뛈뫍럧쿕돐쫜쿞뛈뗄싺ퟣ돌뛈살좷뚨.헢훖횤좯ퟩ뫏춶뗄폐킧뷢췆맣쇋컄쿗[7]뗄뷡맻,틲캪컄쿗[7]횻뾼싇ꛂ=0뫍ꛂ=1쪱뗄솽훖쳘쫢쟩탎.4ꆡ쪵샽럖컶샽ꆡ쫐뎡짏폐쯄훖횤좯S1,S2,S3,S4.닆컱럖컶죋풱움맀닺,횤좯Si퓚돖폐웚t쓚뗄욽뻹쫕틦싊랶캧,럧쿕쯰쪧싊랶캧맀쯣벰풤닢뗄쿠맘쫽뻝볻뇭1,ퟩ뫏럧쿕뗄뿘훆랶캧Rt=[01015,01025],뇭1ꆡS1,S2,S3,S4뗄쿠맘쫽뻝SiS1S2S3S4욽뻹쫕틦싊[0126,0130][0120,0122][0122,0124][0124,0126]럧쿕쯰쪧싊[01024,01026][01014,01016][01054,01056][01025,01027]평횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮쒣탍(1)뗃쒣탍(3)maxR(W)=[0126,013]w1+[0120,0122]w2+[0122,0124]w3+[0124,0126]w4,[01024,01026]w1+[01014,01016]w2+[01054,01056]w3+[01025,01027]w4ꇜ[01015,01025],+w2+w3+w4=1,ꆡwiꇝ0,ꆡ(i=1,2,3,4).평(11)쪽횪쒣탍(3)뿉킴캪죧쿂쒣탍(4)max{[0126(1-ꛁ)+0130ꛁ]w1+[0120(1-ꛁ),0122ꛁ]w2+[0122(1-ꛁ),0124ꛁ]w3+[0124(1-ꛁ),0126ꛁ]w4},(1-ꛂ)[01024w1+01014w2+01054w3+01025w4]+ꛂ[01026w1+01016w2+01056w3+01027w4].ꇜ01015ꛂ+01025(1-ꛂ),w1+w2+w3+w4=1,ꆡwiꇝ0,ꆡ(i=1,2,3,4).룸뚨늻춬뗄닎쫽ꛁ뫍ꛂ,폃Matlab뗄ퟮ폅뮯릤뻟쿤볆쯣쒣탍(4)ퟮ폅ퟩ뫏춶뇈샽뷡맻볻뇭2:뇭2ꆡ룸뚨늻춬뗄럧쿕욫뫃닎쫽ꛁ뫍싺틢쮮욽닎쫽ꛂ쿂뗄ퟮ폅ퟩ뫏춶ꛁ00000014014014014014ꛂ0013015017100140150181춶뇈샽(0174,0126,(015,015,(0126,0174,(0162,0138,(015,015,(0114,0186,(1,0,0,0)(0,1,0,0)(1,0,0,0)(0,1,0,0)0,0)0,0)0,0)0,0)0,0)0,0)쫕틦싊01260124440123012156012012760125020124201217501208ꛁ01801801801801811111ꛂ0013015017100140150181춶뇈샽(0174,0126,(015,015,(0126,0174,(0162,0138,015,015,(0114,0186,(1,0,0,0)(0,1,0,0)(1,0,0,0)(0,1,0,0)0,0)0,0)0,0)0,0)0,0)0,0)쫕틦싊01292012722012540123580121601301269601260123120122ꆡꆡ평뇭2뿉틔뾴돶:' 1994-2014 China Academic Journal Electronic Publishing House. All rights reserved.
뗚1웚ꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡ돂뮪폑,뗈:믹폚쟸볤쫽뗄횤좯ퟩ뫏춶쒣탍퇐뺿25(1)퓚ꛂ튻뚨뗄쟩뿶쿂,춶헟톡퓱뗄샖맛쾵쫽ꛁ풽듳,쓇쎴쯻믱뗃뗄ퟩ뫏춶쫕틦뻍풽듳;춶헟톡퓱뗄샖맛쾵쫽ꛁ풽킡,쓇쎴쯻믱뗃뗄ퟩ뫏춶쫕틦뻍풽킡.(2)퓚ꛁ튻뚨뗄쟩뿶쿂,춶헟룸뚨뗄풼쫸쳵볾싺ퟣ돌뛈닎쫽ꛂ풽듳,쯻믱뗃뗄쫕틦랴뛸풽킡;춶헟룸뚨뗄풼쫸쳵볾싺ퟣ돌뛈닎쫽ꛂ풽킡,쯻믱뗃뗄쫕틦랴뛸풽듳.5ꆡ뷡쫸폯놾컄붨솢쇋횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮쒣탍,춨맽틽죫춶헟톡퓱뗄샖맛쾵쫽ꛁ뫍풼쫸쳵볾싺ퟣ돌탲닎쫽ꛂ붫쟸볤쫽쿟탔맦뮮컊쳢뮯캪좷뚨탍뗄닎쫽쿟탔맦뮮컊쳢.춶헟뿉틔룹뻝ퟔ벺뗄럧쿕쾲뫃돌뛈뫍뿍맛쟩뿶뛔닎쫽ꛁ뫍ꛂퟶ돶늻춬뗄맀볆,듓뛸뗃떽쿠펦쟩뿶쿂뗄폐킧춶랽낸,쪹횤좯ퟩ뫏춶뻶닟룼뻟죡탔.[닎ꆡ뾼ꆡ컄ꆡ쿗][1]ꆡWilliamFSharpe.퇮탣첦,쇵탇뗈뇠틫.횤좯춶풭샭[M].훘쟬:훘쟬듳톧돶냦짧,1998.[2]ꆡ탬퓳쮮.쟳뷢늻좷뚨뛠쫴탔뻶닟컊쳢뗄튻훖탂랽램[J].쾵춳릤돌톧놨,2002,17(2):177-181.[3]ꆡ듯쟬샻,탬퓳쮮.늻좷뚨뛠쫴탔뻶닟뗄떥쒿뇪ퟮ폅뮯쒣탍[J].쾵춳릤돌톧놨,2002,17(1):50-55.[4]ꆡ쇵탂췺,듯쟬샻.튻훖쟸볤쫽쿟탔맦뮮뗄싺틢뷢[J].쾵춳릤돌톧놨,1999,14(2):123-128.[5]ꆡ[J].FuzzySetsandSystems,1994,66:301-306.[6]ꆡ듯쟬샻,쇵탂췺.쟸볤쫽쿟탔맦뮮벰웤싺틢뷢[J].쾵춳릤돌샭싛폫쪵볹,1999,19(12):42-47.[7]ꆡ슷펦뷰,쳆킡컒,훜ퟚ럅.횤좯ퟩ뫏춶뗄쟸볤쫽쿟탔맦뮮랽램[J].쾵춳릤돌톧놨,2004,19(1):,ꆡZHAOYu2m1,2ei(,AnhuiUniversity,AnhuiHefei230039,China;,CollegeofBengbu,AnhuiBengbu233030,China)Abstract:ꛁintheobjectivefunctionandasatisfactorydegreeꛂ,,,:portfolioinvestment;intervalnumberlinearprogramming;optimaldegree;satisfactorydegree;efficientsolution' 1994-2014 China Academic Journal Electronic Publishing House. All rights reserved.
