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一种新的风险投资组合模型构建方法 被引量:4

A new method to build the model to measure the risk of venture investment
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摘要 The paper takes the absolute deviation as the index of measuring risk and builds a model of venture investment combination with linear programming,and further revises it by some mathematical methods of fuzzy mathematics and dynamic programming.The goal is to resolve some problems such as shortness of historic data and difficultness of combination decision resulted from poor asset fluidit,etc. The paper takes the absolute deviation as the index of measuring risk and builds a model of venture investment combination with linear programming,and further revises it by some mathematical methods of fuzzy mathematics and dynamic programming.The goal is to resolve some problems such as shortness of historic data and difficultness of combination decision resulted from poor asset fluidit,etc.
出处 《统计研究》 CSSCI 北大核心 2003年第11期57-59,共3页 Statistical Research
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