| 不同风险偏好下风险投资多目标决策模型及解法 |
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| 引用本文： | 朱少英,徐渝,何正文.不同风险偏好下风险投资多目标决策模型及解法[J].系统工程,2003,21(3):13-17. |
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| 作者姓名： | 朱少英 徐渝 何正文 |
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| 作者单位： | 西安交通大学,管理学脘,陕西,西安,710049 |
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| 基金项目： | 国家自然科学基金重大资助项目 (5 9990 4 70 - 4 )，国家自然科学基金海外杰出青年 B类基金资助项目 (70 0 2 810 2 |
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| 摘 要： | 建立风险投资的多目标决策模型，分别采用线性加权法、TOPSIS法和密切值法．对不同风险偏好下备选方案进行排序，再用平均值法对上述排序进行综合排序，从而避免单一方法的片面性，较为全面科学地得出最优方案。最后，用一个算例说明方法的可行性和有效性。
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| 关 键 词： | 风险投资 多目标决策模型 风险偏好 数学规划 |
| 文章编号： | 1001-4098(2003)03-0013-05 |
A Study on Multi-Objective Decision Model and Algorithm for Risk Investment Based on Different Risk Preference |
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| ZHU Shao-ying,XU Yu,HE Zheng-wen.A Study on Multi-Objective Decision Model and Algorithm for Risk Investment Based on Different Risk Preference[J].Systems Engineering,2003,21(3):13-17. |
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| Authors: | ZHU Shao-ying XU Yu HE Zheng-wen |
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| Abstract: | A multi-objective decision model for risk investment is constructed in this paper,by using the Linear Additive Weighting Method, TOPSIS method and Osculating Value Method, a prior order of optimal selection is given under different risk preferences, then a integrated prior order of optimal selection is given by using the Average Value Method, so the shortcoming of a single method is avoided, we can obtain a more comprehensive and scientific optimal selection. At last, an example is given to illuminate the feasibility and validity of the algorithm. |
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| Keywords: | Risk Preference Risk Investment Multi-Objective Decision |
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