摘要
由于市场经济活动的日益复杂,项目风险度量针对不同的风险源、风险管理的不同目标,产生了不同的度量方法.针对投资项目的不确定性风险,传统的风险度量法在风险的多维性方面存在着一定的局限性.基于对投资项目收益及个人风险喜恶的考虑,本文根据熵度量不确定特征,结合传统方差法、概率分析等优点,综合考虑收益与风险之间的联系,多角度、多方位对风险进行度量,从而形成了一个完整的风险评价过程,以增加风险度量的可靠性.
Because of increasing complicaas in the market economy activities, project measurement will meet different source and target management risk, and produces different method. Facing the uncertainty risk of investment project, traditional analysis methods of risk are of some limitation. In this paper, based on the project benefit and risk hobby of personal consideration, the uncertainty concept of entropy is used to measure multiple angle and directional risk combining with the analysis method of traditional variance and probability, the connection of benefit and risk has been proposed ,which will become a complete process of risk appraisal for increasing dependable of risk measurement.
出处
《西安工业学院学报》
2005年第5期495-498,共4页
Journal of Xi'an Institute of Technology
关键词
收益
熵
风险度量
三维度量
benefit
entropy
risk measurement
three dimention measurement
