关键词: 犹豫模糊语言, 投资组合, 优化模型, 收益, 风险

Abstract: Compared with traditional fuzzy portfolio, portfolio selection based on hesitant fuzzy linguistic can not only use natural linguistic to evaluate financial assets and their uncertainties, but also avoid the loss of information during the evaluation process. The scores of different financial products are calculated based on the hesitant fuzzy linguistic portfolio comprehensive evaluation system. By setting the parameter values of different semantic scale functions and the thresholds of the hesitant fuzzy linguistic optimization models, maximum returns and minimum risks hesitant fuzzy linguistic portfolio models are proposed for the three types of investors: aggressive, moderate and conservative. The optimal solutions of hesitant fuzzy language portfolio are obtained by solving the proposed nonlinear models. Finally, numerical simulations are used to verify the rationalities and validities of the proposed models.

Key words: hesitant fuzzy linguistic, portfolio, optimization model, return, risk