| 一类风险投资决策模型 |
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| 引用本文： | 李述山,李玉新.一类风险投资决策模型[J].山东科技大学学报(自然科学版),1999(3). |
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| 作者姓名： | 李述山 李玉新 |
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| 作者单位： | 山东矿业学院应用数学与软件工程系(李述山)，山东禹城热电厂(李玉新) |
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| 摘 要： | 讨论了具有投资费用的风险投资决策问题，以效用理论为基础，建立了风险投资决策的数学规划模型，对两种特殊情形给出了具体模型，并给出了算法与算例。
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| 关 键 词： | 效用函数 风险 平均收益率 风险比率 |
The Model of a Class Risk Investment Decision |
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| LI Shu shan,LI Yu xin.The Model of a Class Risk Investment Decision[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,1999(3). |
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| Authors: | LI Shu shan LI Yu xin |
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| Abstract: | This paper studies a problem of risk investment with transaction expense. By employing the merit theory, a math programming model is constructed for the risk investment decision. Especially, concrete models are given for two specitic cases. We also present some algorithms and numercal examples. |
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| Keywords: | Merit function Risk Profit rate Risk rate |
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