带投资风险度的随机净现值分析方法

在以往对房地产开发项目的经济评价中,对项目各期的现金流量不论其变动的可能性大小均采用同一个风险折扣标准———折现率来进行描述,实际上是将风险补偿率作为一个固定值来处理的,这显然是不符合人们对风险评价的直观要求的.为此,笔者采用信息论中熵作为度量房地产开发项目投资风险的数量指标,就风险补偿率的定值问题建立了投资风险度的概念,并结合现金流量随机过程分析,给出了在风险条件下的随机净现值分析方法,改善了传统风险分析中无法体现投资风险随机性的缺陷.

房地产开发项目投资风险度模型及应用研究

房地产开发项目受政策、经济、市场、财务、管理和技术等风险影响,还与企业投资者风险偏好紧密相关。文章建立了房地产开发项目投资风险的评价指标体系,基于灰色理论与模糊理论构建房地产开发项目投资风险灰色模糊评价模型,考虑投资者风险偏好的不同类型,进而构建房地产开发项目投资风险度模型。

Forecasting the Advertising investment Risk of Sporting Goods Based on Optimized Support Vector Machine

Forecasting The Advertising investment risk of Sporting goods is very important which can provide the decision support for top manager. In this paper, we presented an optimized support vector machine （OSVM） to predict Advertising investment risk of Sporting goods. Experimental results show that the prediction accuracy improved by the proposed method.

Lower Partial Moments as Measures of Perceived Risk： An Experimental Study in China

The paper reports an experiment in China on individual investors＇ risk perception. The main findings are similar with the results in Matthias （2000）, but the absolute value of correlation coefficients between risk measures and risk ratings are higher.