大型企业资金持有量决策方法研究  

Research on Decision for Fund Possession in Large Enterprises

作　　者：安珣[1] 刘金兰[1] 王亮[1] 

机构地区：[1]天津大学管理学院,天津300072

出　　处：《西北农林科技大学学报（社会科学版）》2006年第3期89-92,共4页Journal of Northwest A&F University(Social Science Edition)

摘　　要：大型企业实行资金集中管理之后,总部需要进行资金持有量决策,在保证分公司资金需求的前提下,尽量节约资金成本。本文介绍了一种利用资金运行总成本最小原则、风险价值结合蒙特卡罗模拟方法进行资金持有量决策的方法,并结合应用实例说明了持有量决策的流程。The headquarters of large enterprise need to make decision for fund possession after financial integrated administration is put in force. Fund cost should be saved on the premise of guaranteeing fund demand of branch companies. In this paper a method is introduced that obeys the minimum principle of the total fund possessive cost and uses risk value and simulates with Monte Carlo. At the end, an example of decision process is described.

关 键 词：资金运行总成本 风险价值 蒙特卡罗模拟 决策流程 

分 类 号：F272.3[经济管理—企业管理]