Forecasting Fuzzy Profit Rate And Its Application In The Portfolio

Markowitz proposed the theory and methods of how to apply optimal portfolio inuncertain economic system since1952. The portfolio theory has developed rapidly.Many scholars research the problem of portfolio from the view of a random pointunder the uncertain conditions. However, the expected rate of return and rate of risklosses with great fuzziness cannot be easily manifested in uncertainty in the real stockmarket. So, it has a very important significance how to portray the fuzziness of theincome or risks and how to select and combine a variety of risk assets under the fuzzyenvironment in order to maximize return on investment and minimize investmentrisks.We will discuss and research the following several aspects in this paper:1. Propose to use the fuzzy statistical method to get fuzzy yield data objectivelyand quantitatively, and provide more fitting and scientific fuzzy data for analysisportfolio under the fuzzy environment.2. Research and explore the prediction model regressing problem of the stockfuzzy yield in single index and multi-factor based on mature stock return predictionmodel home and abroad from the fuzzy view.3. Propose to use predictive fuzzy profit rate instead of the mean and use theEuclid distance of risk assets fuzzy profit rate in each phase of fuzzy predictivedeviation as the measure of risk function. Establish a portfolio model based onpredictive fuzzy yield, and analyze optimal fuzzy portfolio strategy in a fuzzyenvironment.4. Use the triangular fuzzy number theory to make positive analysis of stockacquirement of fuzzy profit rate, and its regression forecasting and risk assetsportfolio based on Predictive Fuzzy profit rate, and give the investors risk optimalfuzzy investment portfolio strategies under the different bearable risk levels.