Interactivity and Soft Computing in Portfolio Management: Should Farmers Own Food and Agribusiness Stocks?
提出一种结合交互式偏好获取与模糊逻辑优化的投资组合管理方法，并应用于农民，分析其是否应投资食品和农业企业股票而非广泛市场组合。
Abstract This article proposes a fully integrated and interactive elicitation‐optimization procedure for portfolio management. A soft computing approach based on fuzzy logic is developed as an alternative to the traditional mean variance model and compromise programming approach. The models are applied to farmers to examine whether they should buy publicly traded food and agribusiness firms stocks rather than invest in a broader market stock portfolio. Results suggest that investments in publicly traded food and agribusiness stocks allow farmers to capture additional benefits beyond those of simply diversifying in the broader market.