统计研究 ›› 2003, Vol. 20 ›› Issue (11): 57-3.

• 论文 • 上一篇    下一篇

一种新的风险投资组合模型构建方法

张春宁[1] 蔡敬梅[2] 张延锋[3]   

  1. 彩虹荧光材料有限公司;西安高新技术产业开发区房地产开发公司;西安交通大学管理学院
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2003-11-15 发布日期:2003-11-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2003-11-15 Published:2003-11-15

Abstract: The paper takes the absolute deviation as the index of measuring risk and builds a model of venture investment combination with linear programming, and further revises it by some mathematical methods of fuzzy mathematics and dynamic programming. The goal is to resolve some problems such as shortness of historic data and difficuhness of combination decision resulted from poor asset fluidit, etc