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风险投资组合的决策评价
引用本文:王梦东,童仕宽.风险投资组合的决策评价[J].武汉理工大学学报(交通科学与工程版),2007,31(1):151-153.
作者姓名:王梦东  童仕宽
作者单位:武汉理工大学理学院,武汉,630063
摘    要:多指标决策方法一直是人们探讨的重要理论内容之一,其目的是对具有多个属性的有限方案进行比较和优选.文中论述了以风险平均值和灰色关联度为基础,建立风险型层次-关联综合优化模型,将灰色关联分析的应用范围进一步拓宽,把多指标决策问题转化为目标优化模型处理,使其能解决风险型多指标决策问题.

关 键 词:风险投资  多目标决策  层次-关联优化模型  灰色关联分析
修稿时间:2006-09-18

Evaluation of Combining Invest Risk
Wang Mengdong,Tong Shikuan.Evaluation of Combining Invest Risk[J].journal of wuhan university of technology(transportation science&engineering),2007,31(1):151-153.
Authors:Wang Mengdong  Tong Shikuan
Institution:School of Science, Wuhan University of Technology, Wuhan 430063
Abstract:The decision making method with multiple ingredients is one of the important contents in theory studied by people for a long time.The motive is comparing and choosing the best plan from limited cases with multiple characters.To overcome the defects of traditional injection and decision-making method,based on average risk and gray relationship degree,A comprehensive optimization model is build up.Then the application scope of the gray relationship in practice can be widened.When the problem of decision making with multiple ingredients is changed to objective optimization problem,decision making with multiple ingredients under risk can be solved.
Keywords:invest risk  decision making method with multiple ingredients  analysis of the gray relationship  gray relationship degree
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