| 基于预测油价的风险控制决策分析 |
| |
| 引用本文： | 范玉妹,李红军,程蕾.基于预测油价的风险控制决策分析[J].运筹与管理,2003,12(1):9-12. |
| |
| 作者姓名： | 范玉妹 李红军 程蕾 |
| |
| 作者单位： | 北京科技大学,应用科学学院,北京,100083 |
| |
| 摘 要： | 本文是在建立和求解某石油集团公司针对某种油品的高、中、低三种预测价格的风险型决策模型中，提出了基于风险偏好控制的最大收益原则的决策方法，并进一步讨论了这种决策方法的优势所在。
|
| 关 键 词： | 预测 油价 风险控制 风险 决策分析 收益准则 |
| 文章编号： | 1007-3221(2003)01-0009-04 |
Decision-making based on Forecasting Price of Petroleum |
| |
| FAN Yu-mei,LI Hong-jun,CHENG Lei.Decision-making based on Forecasting Price of Petroleum[J].Operations Research and Management Science,2003,12(1):9-12. |
| |
| Authors: | FAN Yu-mei LI Hong-jun CHENG Lei |
| |
| Abstract: | By constructing and solving the risk analysis model which is based on three kinds of forecasting price, i. e. highest, middle and lowest,from a peroleum corporation,we introduce the method of decision based on the maximum return criterion of risk. The advantages of the method are discussed in this paper. |
| |
| Keywords: | risk decision making return criterion |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
