基于熵和灰色关联的创业投资组合决策模型  

Study on Venture Capital Portfolio Decision Model Based on Entropy & Grey Relational Analysis

作　　者：岳为民 

机构地区：[1]上海市莘庄工业区管理委员会,上海20110

出　　处：《武汉理工大学学报（信息与管理工程版）》2009年第1期157-160,168,共5页Journal of Wuhan University of Technology：Information & Management Engineering

摘　　要：在建立创业投资项目评价指标体系的基础上,通过运用熵值法和灰色关联分析度量出投资项目的风险和期望利率,进而建立起创业投资组合决策模型;引用夏普比率的概念,将模型求解结果以更为直观的方式提供给创业投资家作为决策支持。The index system aiming at evaluating the venture capital projects was set up. Based on that system, the risk level and the expectation interest rate of a project could be determined by using the entropy method and the grey relational analysis. The venture capital portfolio decision model was built. The outcome of the model solution was given by introducing the concept of Sharpe ratio to support the venture capitalists＇ decision making in a more or less direct way.

关 键 词：创业投资 投资组合 熵 灰色关联分析 

分 类 号：F224.9[经济管理—国民经济]