国有产业投资基金项目风险指标体系及风险评估模型  

Risk Index System and Evaluation Model of State-owned Industrial Investment Fund

作　　者：蔡神元[1] 俞岩[1] 

机构地区：[1]中南大学商学院,湖南长沙410083

出　　处：《系统工程》2011年第2期74-81,共8页Systems Engineering

摘　　要：针对国有产业投资基金的投资特点,本文构建了适合我国国有产业投资基金的项目风险指标体系,并应用灰色理论建立了灰色多层次项目风险评估模型。随后通过专家系统对指标体系各指标进行评估,结合层次分析法得到各指标权重,建立了分级标准,提出了项目风险的等级划分方法。实证研究表明,本文建立的国有产业投资基金项目风险指标体系和灰色多层次项目风险评估模型较为合理,可以应用于评估国有产业投资基金投资阶段的项目风险。This paper constructs the investment risk evaluation index system of State-owned Industrial Investment Fund,on the basis of analyzed it＇s distinguishing features.And builds a Grey Hierarchy Evaluation Model.Then evaluates the index system by applying expert system,use the analytic hierarchy process to get the weight of each indicator,and proposes an appropriate approach to classify the degree of investment risk.Empirical study shows that the index system and evaluation model gived by this paper is suitable for evaluating the investment risk of State-owned Industrial Investment Fund.

关 键 词：国有产业投资基金 投资风险 指标体系 灰色多层次评估模型 

分 类 号：F830[经济管理—金融学]