不同风险偏好下风险投资多目标决策模型及解法

A Study on Multi-Objective Decision Model and Algorithm for Risk Investment Based on Different Risk Preference

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。

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.