不确定条件下投资决策分析的单向风险补偿定价模型研究  

Investment Decision Analysis under Uncertainty: Research on Compensation Pricing Model for One-way Risk

作　　者：王桂强[1] 

机构地区：[1]中国矿业大学,徐州221116

出　　处：《工业技术经济》2014年第4期71-80,共10页Journal of Industrial Technological Economics

基　　金：国家社科基金重大项目"我国矿产资源跨期优化配置机制研究"(项目编号:11&ZD163)

摘　　要：文章提出了不同于中性风险的单向风险概念,分析了以收益低限为目标时的投资者决策行为,并在不同风险水平上进行了分类。从风险价值补偿的角度,建立了"单向风险补偿定价模型",并给出了3种形式以及相关解释。本文对补偿额度进行的量化研究,为研究者和投资者在非中性风险下的投资决策提供了一个新的技术经济思考视角。This paper presents a concept of one-way risk different from neutral risk , and analyzes the decision-making behavior of investors whose goal of investment income is a low -limit value , and classifies this one-way risk at different risk level . From a view-point of the risk compensation , a Compensation Pricing Model for one -way risk is established . Then three forms of this model and some interpretations are given . This paper conducts a quantitative analysis of the amount of compensation for risk , offers a new perspective of in-vestment decision-making for researchers and investors who are involved in the investment field under non -neutral risk environment .

关 键 词：不确定性 投资决策 单向风险 风险补偿 定价模型 

分 类 号：F270.2[经济管理—企业管理]