项目组合选择研究:基于模糊理论的模型建构及验证  

Portfolio Selection: Model Construction and Verification Based on Fuzzy Theory

作　　者：陈青兰[1] 林冠华 魏秋建 

机构地区：[1]厦门理工学院,厦门361024 [2]台湾南亚科技公司,台湾33383 [3]台湾中华大学,台湾30012

出　　处：《工业技术经济》2016年第8期63-68,共6页Journal of Industrial Technological Economics

基　　金：国家自然科学基金项目"倒向协同创新项目治理网络研究"(项目编号:71572094)

摘　　要：项目组合的选定与企业经营息息相关,然而传统的选择方法存在许多限制。本文应用模糊理论建构一个项目组合的决策模型,模型中纳入了成本、利润及风险等3个决策因子,探讨在资源有限的情况下项目成本及获利的交互影响关系,并利用模糊归属函数建构一个数学规划模型。为了验证模型的有效性,用此模型与传统模型进行求解比较,证实了所提出模型的实用性。Portfolio selection is vital to the enterprises, however, there are many limitations of traditional portfolio selection methods. Therefore, a decision model to select portfolio based on fuzzy theory is build in this research, with key decision factors, costs, profits and risks involved. This paper builds a mathematical programming model with fuzzy membership function in the context of limited resources, considering the interactions effect of costs and profits among projects. In order to verify the validity of the model, comparison between the proposed model and the traditional model is launched, which confirms the applicability of the proposed model.

关 键 词：项目组合选择 交互影响 模糊归属函数 模糊理论 

分 类 号：F224[经济管理—国民经济]