摘要
在建立风险型资金运动过程的平衡方程的基础上，定义了带风险度的经济效果评价函数，并对其经济含意与数学性质进行了讨论．给出了风险型动态投资效果优化模型以及求解该模型近似值的辅助模型．
In this paper, based on the balance equations of asset movement with risk, we define the objective function of economic effects with risk or uncertainty, expound and prove the economic idea and mathematical properties of the function, and give two models, dynamical optimization model of economic effects and its assistant model.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1999年第3期94-99,共6页
Systems Engineering-Theory & Practice
基金
国家自然科学基金
关键词
风险度
评价函数
优化模型
经济效果
decision making of long term investment
risk degree
Evaluating function
optimization model
