Abstract: Loan’s portfolio optimization is important to decision makings in the credit management Analyzing the characters and defects of the existed models of loan’s portfolio optimization,this paper is subject to such constraints of fuzzy synthetic evaluation while aims at minimizing portfolio risks,then establishes a fuzzy optimization model of loan’s portfolio On the condition that the fuzzy synthetic evaluation aim and evaluation matrix of the loan earnings rate are known,we can get the loan’s proportion by means of quadratic programming,thus solve the decision making problem of loan’s portfolio With the farther practical analysis,it illuminates the model is reasonable and feasible.

Key words: portfolio risks, portfolio earnings, fuzzy mathematics, synthetic evaluation, quadratic programming