證券投資選擇中的決策分析.pdf

1、山東大學碩士學位論文證券投資選擇中的決策分析姓名：付潔申請學位級別：碩士專業(yè)：西方經(jīng)濟學指導教師：張東輝20080401山東大學碩士學位論文ABSTRACTUncertaintyisallthetimeb‘嬲illgmoreimportantwithinfinancialmarketwhichmakesfinancialactivitiesfilledwithrisksand矗衛(wèi)2illessInanunca觸environmentit

2、appearsfuzzyandvaguenatmewheninvestors黜makingdecisionsInvestorsmakethefinaldecisionaccordingtotheirjudgmentsoninformationthataffectsthefinalprofitanddifferentpreferenceObviously，psychologicalfactorsplayanimportantpartind

3、ecisionHoweverprobabilitytheoryplaysthemainroleinclassicalresearchfieldProbabifitytheoryoftenusedinanal咖randomicity，whichneedsfullinformationBesidesit’Sdifficultforinvestorstoknowallinformationandscenarioinuncertainmarke

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5、LAZadehputforwardaconceptofFuzzySetswhichprovidedausefultoolforanalysisAvoidinginvestingrisksefficientlyandmaximizingthebenefitinuncertainenvironmentisthemostimportantforinvestorsSothatourmaintaskinthepaperisst川|cI啦effic

6、ientandusefulportfolioselectionusingfuzzymathematicsIndecisioneourse，decisionmakerdefmetwotypesoffunctionwhichisreferredinthefollowingpassageaccordingtohisownpreference，andthencalculatewiththemodelWithregardtotheconcepto

7、ffuzzydecisiontheoryandbaseofportfolioselectiontheorywestructuredthreenewmodelsinthispaperThosea塢preferencefunctionriskfunctionandvaluationmodelWetransferaportfolioselectionproblemintoadecisionprobleminfuzzyenvironmentTh

8、eycanprovidethesatisfiedoptionDiverseschemeshavebeendevelopedandapplied；yettheoverallpredictionbehaviorofsuchsystemisque始0艙bleinrealworldconditionsInthisarticleweproposeamodelformeasuringtheprofitandriskdecisionswithagiv

9、enstandard(satisfystandard)orasetofstandardsⅡleyaredesignedtoachieveThenweselectthebestonefrom1hosethatcanmeetthestandardthroughvaluationmodelIftheassumedmarketscenarioturnsouttobeincorrecttheportfolioisguaranteedtomeett