| 基于交互效应的项目组合风险度量及选择优化 |
| |
| 引用本文： | 赵静,郭鹏,潘女兆.基于交互效应的项目组合风险度量及选择优化[J].运筹与管理,2011,20(6):120-126. |
| |
| 作者姓名： | 赵静 郭鹏 潘女兆 |
| |
| 作者单位： | 西北工业大学 管理学院, 陕西 西安 710072 |
| |
| 基金项目： | 国家自然科学基金资助项目(70672103); 西北工业大学研究生创业种子基金资助项目(Z200976) |
| |
| 摘 要： | 研究了具有不对称交互效应的项目组合风险测度和选择问题。从资源、收益和技术三方面描述了项目组合交互效应的产生,提出了基于生态位和生态位重叠理论的具有交互效应的项目组合风险度量方法,建立了以收益最大化和风险最小化的组合选择优化模型,并针对该模型给出了一种实用的混合遗传算法和应用实例。研究表明交互效应对组合风险度量和项目选择具有显著影响,这也为项目组合研究提供了新的视角和思路。
|
| 关 键 词： | 项目组合 交互效应 生态位重叠 混合遗传算法 风险度量 |
| 收稿时间： | 2010-07-10 |
Risk Measurement and Selection Optimization of Project Portfolio Based on the Interaction Effect |
| |
| ZHAO Jing,GUO Peng,PAN Nv-zhao.Risk Measurement and Selection Optimization of Project Portfolio Based on the Interaction Effect[J].Operations Research and Management Science,2011,20(6):120-126. |
| |
| Authors: | ZHAO Jing GUO Peng PAN Nv-zhao |
| |
| Institution: | School of Management, Northwestern Polytechnical University, Xi’an 710072, China |
| |
| Abstract: | The risk measurement and selection optimization of project portfolio is studied based on the asymmetric interaction effects.The project portfolio interaction effects is described from three aspects of resource,outcome and technology,an risk measurement method for project portfolio with risk interaction effects is put forward based on the niche theory and the niche overlap theory and then the selecting optimization model for profit maximum and risk minimization of the project portfolio is established.Accordi... |
| |
| Keywords: | project portfolio interaction effect niche overlap genetic algorithm risk measurement |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《运筹与管理》浏览原始摘要信息 |
| 点击此处可从《运筹与管理》下载免费的PDF全文 |
