| 基于模糊股价的可转债最优转股模型 |
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| 引用本文： | 双冠成.基于模糊股价的可转债最优转股模型[J].南京工程学院学报(自然科学版),2007,5(4):5-9. |
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| 作者姓名： | 双冠成 |
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| 作者单位： | 南京工程学院基础部,江苏,南京,211167 |
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| 基金项目： | 南京工程学院科研基金项目“界定可转债股性和债性的模糊优化方法”(KXJ06015) |
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| 摘 要： | 以可转债的转股方案为研究目的,利用模糊集理论和模糊数分析方法,定义了证券价格的期望值、证券投资收益率的期望值、预期风险系数等概念,建立了可转债转股的线性规划模型.例证结果表明:该方法便于操作,求解简单,结论合理,可供投资者投资决策参考.
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| 关 键 词： | 可转换债券 模糊集 线性规划 |
| 文章编号： | 1672-2558（2007）04-0005-05 |
| 收稿时间： | 2007-08-02 |
| 修稿时间： | 2007-12-12 |
An Optimum Conversion Model of Convertible Bonds based on Fuzzy Price of Stocks |
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| SHUANG Guan-cheng.An Optimum Conversion Model of Convertible Bonds based on Fuzzy Price of Stocks[J].Journal of Nanjing Institute of Technology :Natural Science Edition,2007,5(4):5-9. |
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| Authors: | SHUANG Guan-cheng |
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| Abstract: | This paper attempts to investigate optimum conversion design of convertible bonds of stocks.By means of fuzzy set theory and fuzzy number analytical procedure, some definitions were presented,for instance,expectation value of securities price,expectation value of rate of yield,and coefficients of expected risks.Based upon this,a linear programming model as to convertible bonds converting stocks was established.The results prove that this method is convenient to operate and simple to solve problems,with a reasonable conclusion,thus making it useful for investors to resort to. |
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| Keywords: | convertible bonds fuzzy set linear programming |
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