Yuling Tan

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This Dissertation is brought to you for free and open access by the Theses and Dissertations at Loyola eCommons. It has been accepted for inclusion in Dissertations by an authorized administrator of Loyola eCommons. For more information, please contact ecommons@luc.edu. ACKNOWLEDGEMENT First and foremost, I would like to express my utmost gratitude to my(More)
This paper proposed the optimal fund investment portfolio model maximizing both expected return and skewness as well as minimizing the variance. We use fuzzy mathematics method to solve the multi-objectives model, and a numerical example of Chinese fund market is used to illustrate that the method can be efficiently used in practice.
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