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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/102229

    Title: Fuzzy portfolio model under no short selling
    Other Titles: 無賣空限制下的模糊投資組合模式之研究
    Authors: 呂怡青;Lu, Yi-Ching
    Contributors: 淡江大學管理科學學系碩士班
    Keywords: 模糊投資組合模型;TOPSIS法;投資比例;線性規劃;風險中性;Markowitz理論;公司獲利能力;Fuzzy portfolio model;TOPSIS;Ratio of investment;Linear program;Markowitz portfolio theory;Profitability
    Date: 2014
    Issue Date: 2015-05-04 09:50:32 (UTC+8)
    Abstract: 本研究在探討一個模糊投資組合,以上市公司股票投資收益與月報酬率風險參數。利用上市公司的股票,我們以投資組合測試的案例,使用風險中立模式進行投資組合分析,並以不同的結果進行敏感性分析。
    This paper considers a fuzzy portfolio selection problem with a constrained set of stock investment returns and satisfaction levels in terms of the total return and risk parameter. Using the stock of the listed companies, we find portfolios we tested the illustrated experiments with a sensitivity analysis that employed different investment risks cause have different results.
    The data are divided into five sectors that are construction, textile, electronic, chemical, and financial. The results indicate that firm performance, which is measured by profitability, growth rate, solvency, dividend yield rate.
    We want talk about the fuzzy model portfolioby using TOPSIS method and linear program model to choice the best type of stock. This paper consider how to know the best selection of stocks and best benefit for earning after calculating the companies reveal’s information in public.
    Appears in Collections:[管理科學學系暨研究所] 學位論文

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