摘要
以方差作为风险度量指标存在着计算复杂、计算结果不稳定等缺陷,本文并将信息熵度量风险的方法引入房地产开发项目投资组合中,建立了房地产投资组合的均值-信息熵模型。实例证明,该模型计算简单,具有较强的有效性和实用性。
Based on the analysis of the limitations of measuring risk with variance, the paper points out the average --information entropy mode for real estate portfolio. Application result has shown its efficiency in solving the portfolio problems for real estate portfolio.
出处
《价值工程》
2004年第5期126-128,共3页
Value Engineering