摘要
针对不确定投资情况下风险与收益的选择方法 ,提出一种贷款组合的优化决策模型 ,以解决不同风险、收益下的贷款组合决策问题 ,并给出实例分析以表明该模型的科学性。
With a careful study of existing methods of establishing the relationship between earnings and risks in uncertain investment environment, a market risk-based model of decision-making of loan portfolio optimization is proposed. The decision-making, when earnings and risks are very different in terms of various loan portfolios, is successfully achieved. Further practical analysis gives the scientific nature of the model.
出处
《运筹与管理》
CSCD
2002年第3期96-100,共5页
Operations Research and Management Science
关键词
贷款风险
贷款组合
贷款决策
银行
loan risk
loan portfolio
decision-making of loan
