一种带有模糊信息的风险投资决策方法

依据以往风险性投资决策分析的基本原理和风险投资项目的特点,提出了一种带有模糊信息的风险投资项目决策方法·在该方法中,状态概率和项目收益将采用三角模糊数来表示,并且给出了项目的模糊期望收益、项目收益的模糊均方差及模糊变异系数的定义和计算方法,同时为了便于项目选择和排序,还进一步给出了将模糊数映射为期望值的简捷计算公式·该方法克服了以往风险性投资决策分析方法的不足,拓宽了应用范围·最后给出了一个算例·

A Decision Method for Venture Capital Investments with Fuzzy Information

According to the basic principles of traditional risky decision analysis and the characteristics of venture capital investment, a decision method for venture capital investment problems with fuzzy information was proposed. In the method, the probabilities of states and the benefits of projects were expressed in the forms of triangular fuzzy numbers,and the approach to calculating fuzzy expected benefit, fuzzy mean variance and fuzzy variance coefficient were presented. Further, an approach to converting fuzzy numbers into their expected values was also presented to select the most desirable alternative(s) or rank alternatives. The proposed method overcomes the shortages which occurs in traditional risky decision analysis methods and expands scope of applications. Finally, a numerical example was given to show the use of the proposed method.