| 一种市场风险条件的贷款组合优化决策模型 |
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| 引用本文： | 侯峰,程希骏,王敏.一种市场风险条件的贷款组合优化决策模型[J].运筹与管理,2002,11(3):96-100. |
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| 作者姓名： | 侯峰 程希骏 王敏 |
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| 作者单位： | 中国科学技术大学,管理与科学工程系,安徽,合肥,230026 |
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| 摘 要： | 针对不确定投资情况下风险与收益的选择方法，提出一种贷款组合的优化决策模型，以解决不同风险，收益下的贷款组合决策问题，并给出实例分析以表明该模型的科学性。
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| 关 键 词： | 贷款风险 贷款组合 贷款决策 银行 |
| 文章编号： | 1007-3221(2002)03-0096-05 |
A Market Risk-based Model of Decision-making of Loan Portfolio Optimization |
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| HOU Feng,CHENG Xi jun,WANG Min.A Market Risk-based Model of Decision-making of Loan Portfolio Optimization[J].Operations Research and Management Science,2002,11(3):96-100. |
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| Authors: | HOU Feng CHENG Xi jun WANG Min |
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| Abstract: | With a careful study of existing methods of establishing the relationship between earnings and risks in uncertain investment environment, a market risk-based model of decision-making of loan portfolio optimization is proposed. The decision-making, when earnings and risks are very different in terms of various loan portfolios, is successfully achieved. Further practical analysis gives the scientific nature of the model. |
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| Keywords: | loan risk loan portfolio decision-making of loan |
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