Fuzzy Portfolio Selection in the Risk Attitudes of Dimension Analysis under the Adjustable Security Proportions

Fuzzy portfolio models have received many researchers’ focus on the issue of risk preferences. The based guaranteed return rates has been developing and considering dimension excess investment for investors in different However, not only but also shortage to selected should be considered preferences, including risk-seeking, risk-neutral, risk-averse, by degrees dimensions investment. A comparison degree indicates that a risk-seeker would like securities whose are bigger than smaller rates. Finally, we present three experiments illustrate proposed model. results show preferences derive fuzzy selections under s t dimensions, where lower value is suggested as > s, suggest values or equal 3. By contrast, risk-neutral investor, = t; < investor who risk-averse.