基于半絕對(duì)離差的風(fēng)險(xiǎn)投資組合決策研究.pdf

1、天津大學(xué)碩士學(xué)位論文基于半絕對(duì)離差的風(fēng)險(xiǎn)投資組合決策研究姓名：劉繼業(yè)申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：技術(shù)經(jīng)濟(jì)及管理指導(dǎo)教師：楊克磊20070601ABSTRACTInvestmentprojectportfoliodecisionmakingistheprocessduringwhichtheinvestorsapplytheprincipleofdecision—making，analyzethesubjectandobjectivecond

2、itionssystematiclyandchoosethebestprojectportfoliofromseveralprojects，inordertoachievebenefitMostoftheinvestmentdecision—makingisriskdecision—making，andtheprocessofdecisionmakingistobalancetheriskandtheprofitVenturecapit

3、alisakindofinvestmentwithhighriskandhighbenefit，becauseofwhichtheinvestorsmustcautiouslymeasuretheprojectportfoliiskandmakesureholisticlyhighprofitthroughreasonableportfolioButtheexistingportfoliodecisionmakingmodelsonly

4、emphasizethesingleproject，andseldomstudyinvestmentprojectportfolioThispaperwilldiscusshowtomeasuretheriskofprojectportfolioandbalancetheriskandbenefit，andtrytOdesigntheinvestmentprojectportfoliiskdecision—makingmodelFirs

5、tly，thispaperoutlinestheconceptionofventurecapitalandventurecapitalportfolio，analyzesthesourceofriskandabstractsdecision—makingprocessThenthepapersummarizestheinterrelatedtheories，differentiatestheinvestmentprojectportfo

6、lioandthefinancialinvestmentportfolio，reviewsthetraditionalmodels，andindicatestheshortageoftheexistingmodelIntheend，thepaperdemonstratestheadvantageofminimumriskeffectualbenefitmodelandthesemi—deviationriskmodel，designsi

7、nvestmentprojectportfoliodecision—makingmodelThemodelcanoutputtheinvestmentprojectportfoliowiththeminimumriskatestablishedbenefitThecharacteristicofthemodelisprovidingaseriesoptimizedportfolioinsteadofgivinganexclusivede