| 基于模糊收益率的养老保险基金投资研究 |
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| 引用本文：王孟霞,赵明清,吕东东.基于模糊收益率的养老保险基金投资研究[J].经济数学,2014,(1):29-34 |
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| 中文摘要:结合中国养老保险基金投资现状,考虑预期收益率是模糊数的情形,利用可能性均值和可能性方差作为投资组合的预期收益率和风险,建立均值-方差组合投资模型.最后,利用lingo软件进行数值分析,表明此模型具有一定的实际应用价值. |
| 中文关键词:投资组合 养老金 梯形模糊数 可能性分布 |
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| The Research of Endowment Insurance Fund Investment Based on the Fuzzy Yield |
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| Abstract:Considering the expected return being fuzzy number, this paper set up a mean - variance portfolio investment model for China's endowment insurance fund by using possibility mean and possibility variance as the expected yield and risk of portfolio. Using lingo software for numerical analysis, the results suggest that the proposed model has a certain practical application value. |
| keywords:portfolio pension trapezoidal fuzzy number possibility distribution |
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