摘要
投资对象的选取以及投资金额的确定是公益基金投资决策的重要环节,针对公益基金投资决策依据标准不足问题,文中提出基于层次分析和动态规划相结合的决策分析模型。基于美国国家教育统计中心数据,文中首先采用层次分析法,经矩阵分析运算,将需要投资的对象进行排名。然后利用效益函数,保证投资总金额一定的条件下,采用动态规划的方法,确定对各投资对象的投资金额,从而使得潜在收益最大化。研究表明,该方法具有一定的实用性,能够有效解决公益基金的投资决策问题。
Choosing investor and determining investment amount are the important elements of the investment decision about public welfare fund. According to the deficiency of the standard to determining the method of public welfare fund investment,this paper proposes a decision making analysis model based on the combination of analytical hierarchy process and dynamic programming. Based on the data of American national education statistics center,this paper first adopts AHP through the operation of matrix analysis to rank the objects that need fund investment. Then it uses efficiency function and the method of dynamic programming to determine the amount of investment to each investee under the condition that the total amount of investment does not change in order to make the potential benefits maximum. This method is practical and can solve the problem of the investment decision about public welfare fund.
作者
刘臣
王育清
韩林
周立欣
LIU Chen WANG Yu-qing HAN Lin ZHOU Li-xin(Business School, University of Shanghai for Science and Technology, Shanghai 200093, Chin)
出处
《技术与创新管理》
2017年第2期145-149,共5页
Technology and Innovation Management
基金
国家自然科学基金
编号71401107
社会化媒体中数字内容扩散的二元影响模型及控制策略研究
关键词
投资决策
层次分析
矩阵分析
动态规划
投资效益
investment decisions
hierarchical analysis
Matrix analysis
dynamic programming
investment efficiency
