基于累积前景理论-VIKOR方法的知识产权质押融资企业风险评价  

Risk Evaluation of Intellectual Property Pledge Financing Enterprises Based on Cumulative Prospect Theory-VIKOR Method

作　　者：宋瑞敏[1] 周楚 SONG Rui-min;ZHOU Chu(Business School,Guilin University of Electronic Technology,Guilin 541004,China)

机构地区：[1]桂林电子科技大学商学院,广西桂林541004

出　　处：《数学的实践与认识》2020年第22期297-306,共10页Mathematics in Practice and Theory

基　　金：广西哲学社会研究课题“广西知识产权融资问题及对策研究”(17FJY016)。

摘　　要：对知识产权质押融资企业进行风险评价是规避和减小银行贷款风险的关键举措.传统的风险评价方法大多是基于决策者完全理性假定的期望效用理论,因此提出基于决策者风险偏好的累积前景理论,旨在优化风险决策模型,降低银行贷款风险.首先构建融资企业的风险评价指标体系,然后采用主客观结合法赋予各个指标权重;最后提出在VIKOR法基础上加入考虑决策者心理因素的累积前景理论作为评价模型,并通过实例,验证了该模型的可行性和可靠性,由此证明改进过后的风险评价模型能够更加系统、科学的对融资企业进行风险评估,从而降低银行知识产权质押融资风险.Risk evaluation of intellectual property pledge financing enterprises is a key measure to avoid and reduce bank loan risks.Traditional risk evaluation methods are mostly based on the expected utility theory assumed by decision makers completely rationally.Therefore,the cumulative prospect theory based on the risk preference of decision makers is proposed to optimize the risk decision model and reduce bank loan risks.Firstly,the risk evaluation index system of financing enterprises is constructed,and then the subjective and objective combination method is used to assign weight to each index;finally,the cumulative prospect theory that considers the psychological factors of decision-makers is added on the basis of VIKOR method as the evaluation model,and the model is verified through examples This proves that the improved risk evaluation model can conduct a more systematic and scientific risk assessment of financing companies,thereby reducing the risk of bank’s intellectual property pledge financing.

关 键 词：知识产权质押融资 累积前景理论 VIKOR方法 AHP-熵权法 

分 类 号：F204[经济管理—国民经济] F832.4F272.3F224