“一带一路”倡议下境外投资风险传染研究  

Research on the risk contagion of overseas investment based on the"Belt and Road"--based on the SEIRS model

作　　者：闫俊芳[1] YAN Junfang(Binhai College,NankaiUnivesity,Tianjin 300270,China)

机构地区：[1]南开大学滨海学院,天津300270

出　　处：《未来与发展》2022年第4期30-34,23,共6页Future and Development

基　　金：2018年度天津市教委科研项目“‘一带一路’战略下我国境外投资风险传染性研究”(2018SK171)。

摘　　要：文章针对境外投资项目风险传染问题,运用复杂网络方法建立境外投资项目风险传染SEIRS模型,界定了模型需要满足的假定条件,验证了模型平衡点的存在性并分析了模型的稳定性。运用Excel2016对境外投资项目风险传染初期、中期和后期进行了仿真模拟,结果显示:不同的风险传染阶段,各投资项目占比的变化有显著差别,通过采用不同的风控措施,最终各投资项目均趋于风险规避平衡点。该结论为境外投资项目风险管控不同阶段的策略重点提供了理论依据。Aiming at the risk contagion of overseas investment,the SEIRS model of risk contagion of overseas investment projects is established by using the complex network method,defines the conditions that the model needs to satisfy,verifies the existence of the equilibrium point and analyzes the stability of the model.Excel 2016 is used to simulate the early,middle and late stages of risk contagion.The resultsshow that:in different stages of risk contagion,there are significant differences in the proportion of investment projects.By adopting different risk control measures,susceptible risk project,exposed risk project,infected risk project and recoverdrisk project all finally tend to the equilibrium point of risk aversion no matter in the early,middle or the late stage of the infection.The conclusion provides a theoretical basis for the strategic focus of risk management in different stages of overseas investment projects.

关 键 词：“一带一路” 风险传染 复杂网络 SEIRS模型 仿真模拟 

分 类 号：F832.48[经济管理—金融学]