[1] |
MARKOWITZ H. Portfolio Selection: Efficient Diversification of Investments [M]. New York: Wiley, 1959.
|
[2] |
ARNOTT R D, WAGNER W H. The measurement and control of trading costs[J]. Financial Analysis Journal,1990,46(6): 73-80.
|
[3] |
MORTON A J, PLISKA S R. Optimal portfolio management with fixed transaction costs[J]. Mathematical Finance,1995,5(4): 337-336.
|
[4] |
HUANG X X, YANG T T. How does background risk affect portfolio choice: an analysis based on uncertain mean-variance model with background risk[J]. Journal of Banking and Finance,2020,111: 105726.
|
[5] |
HEATON J, LUCAS D. Market frictions, savings behavior, and portfolio choice[J]. Macroeconomic Dynamics,1997,1(1): 76-101.
|
[6] |
李佳, 徐维军, 张卫国. 含有背景风险的双目标投资组合模型研究[J]. 运筹与管理, 2017,26(4): 118-123.(LI Jia, XU Weijun, ZHANG Weiguo. Bi objective portfolio selection model and algorithm with background risk[J]. Operations Research and Management Science,2017,26(4): 118-123.(in Chinese))
|
[7] |
玄海燕, 金珍, 张玉春, 等. 基于背景风险的个人投资者投资决策研究[J]. 重庆师范大学学报(自然科学版), 2019,36(4): 93-99.(XUAN Haiyan, JIN Zhen, ZHANG Yuchun, et al. Research on investment decision of individual investors based on background risk[J]. Journal of Chongqing Normal University(Natural Sciences),2019,〖STHZ〗 36(4): 93-99.(in Chinese))
|
[8] |
DUBOIS D, PRADE H. Possibility Theory: an Approach to Computerized Processing of Uncertainty [M]. Springer, 1988.
|
[9] |
CARLSSON C, FULLER R. On possibilistic mean value and variance of fuzzy numbers[J]. Fuzzy Sets and Systems,2001,122(2): 315-326.
|
[10] |
ZHANG W G, XIAO W L, XU W J. A possibilistic portfolio adjusting model with new added assets[J]. Economic Modelling,2010,27(1): 208-213.
|
[11] |
李婷, 张卫国, 徐维军. 考虑背景风险因素的模糊投资组合选择模型[J]. 系统工程理论与实践, 2012,30(12): 33-38.(LI Ting, ZHANG Weiguo, XU Weijun. Fuzzy portfolio selection model considering background risk[J]. Theory and Practice of System Engineering,2012,30(12): 33-38.(in Chinese))
|
[12] |
邓雄, 徐维军, 李佳, 等. 基于背景风险和弹性增量的模糊投资组合研究[J]. 数学的实践与认识, 2016,46(1): 38-46.(DENG Xiong, XU Weijun, LI Jia, et al. Research on fuzzy portfolio based on the background risk and elastic increment[J]. Practice and Understanding of Mathematics,2016,46(1): 38-46.(in Chinese))
|
[13] |
李佳, 邓雄, 徐维军. 基于最大期望满意度与背景风险的模糊投资组合模型研究[J]. 数学的实践与认识, 2016,46(15): 140-149.(LI Jia, DENG Xiong, XU Weijun. Research on fuzzy portfolio model based on maximum expectation satisfaction and background risk[J]. Practice and Understanding of Mathematics,2016,46(15): 140-149.(in Chinese))
|
[14] |
刘俊卿, 韩晶. 基于模糊数学理论的沥青路面结构可靠度分析[J]. 应用数学和力学, 2018,39(9): 1081-1090.(LIU Junqing, HAN Jing. Reliability analysis of asphalt pavement structure based on fuzzy mathematics theory[J]. Applied Mathematics and Mechanics,2018,39(9): 1081-1090.(in Chinese))
|
[15] |
方勇, 汪寿阳. 模糊投资组合优化: 理论与方法[M]. 北京: 高等教育出版社, 2005.(FANG Yong, WANG Shouyang. Fuzzy Portfolio Optimization: Theory and Method [M]. Beijing: Higher Education Press, 2005.(in Chinese))
|
[16] |
陈国华, 陈收, 方勇, 等. 带有模糊收益率的投资组合选择模型[J]. 系统工程理论与实践, 2009,29(7): 8-15.(CHEN Guohua, CHEN Shou, FANG Yong, et al. Portfolio selection model with fuzzy return[J]. Theory and Practice of System Engineering,2009,29(7): 8-15.(in Chinese))
|
[17] |
刘彦奎, 白雪洁, 杨凯. 参数可信性优化方法[M]. 北京: 科学出版社, 2017.(LIU Yankui, BAI Xuejie, YANG Kai. Parameter Credibility Optimization Method [M]. Beijing: Science Press, 2017.(in Chinese))
|