基于数学规划模型的金融资源配置测算分析  

Calculated and analyzed financial resource distribution on the basis of mathematic programming model

作　　者：郭菊娥[1] 祝坤福[2] 邢公奇[2] 

机构地区：[1]西安交通大学管理学院,陕西西安710049 [2]西安交通大学经济与金融学院,陕西西安710049

出　　处：《西安工程科技学院学报》2005年第2期129-133,共5页Journal of Xi an University of Engineering Science and Technology

基　　金：国家自然科学基金资助项目(7012100170473072)

摘　　要：研究金融资源筹集、分配和使用过程的优化配置问题.以投入占用产出技术和数学规划方法为依据,构建了金融投入占用产出规划模型.对我国2001年金融市场上的贷款、股票和债券资源的融资配置情况进行了实际测算分析,给出了贷款、股票和债券资源融资时的影子价格,分析了资源配置总量的灵敏度等.The rational distribution of financial resource is researched during the course of its raising,allocation and using.The input-occupancy-output programming model is constructed based on input-occupancy-output thchnique and mathematics programming,and the distribution situation of financing resource is calculated and analyzed such an loan,stock,bound in China 2001. The shade price of the loan,stock and bond is worked out when these resource are financed,and the sensitivity of the total amount of financial resource distribution is analyzed.

关 键 词：资源配置 投入占用产出技术 影子价格 灵敏度分析 

分 类 号：F830[经济管理—金融学] F224.3