淡江大學機構典藏:Item 987654321/125625
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 64178/96951 (66%)
造訪人次 : 9525815      線上人數 : 10444
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125625


    題名: Fuzzy Portfolio Selection in the Risk Attitudes of Dimension Analysis under the Adjustable Security Proportions
    作者: Kuen-Suan Chen, Yin-Yin Huang, Ruey-Chyn Tsaur, Nei-Yu Lin
    關鍵詞: fuzzy portfolio selection;dimension of shortage investment;dimension of excess investment;guaranteed return rate;adjustable security proportion
    日期: 2023-02-15
    上傳時間: 2024-07-30 12:07:56 (UTC+8)
    出版者: MDPI
    摘要: Fuzzy portfolio models have received many researchers’ focus on the issue of risk preferences. The portfolio based on guaranteed return rates has been developing and considering the dimension of excess investment for the investors in different risk preferences. However, not only excess investment but also shortage investment to the selected portfolio should be considered for risk preferences, including risk-seeking, risk-neutral, and risk-averse, by different degrees of dimensions in excess investment and shortage investment. A comparison to the degree of dimensions for the excess investment and shortage investment indicates that a risk-seeker would like to have excess investment for securities whose return rates are bigger than the guaranteed return rates and shortage investment for securities whose return rates are smaller than the guaranteed return rates. Finally, we present three experiments to illustrate the proposed model. The results show that the different risk preferences derive different fuzzy portfolio selections under s and t dimensions, where a lower value of s is suggested for a risk-seeker as t > s, and we suggest the values of s and t to be smaller than or equal to 3. By contrast, for the risk-neutral investor, we suggest s = t; t < s is suggested to the investor who is risk-averse.
    關聯: Mathematics 11(5), 1143
    DOI: 10.3390/math11051143
    顯示於類別:[管理科學學系暨研究所] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    index.html0KbHTML31檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋