模糊策略下的银行信贷资产最优化组合模型  

Fuzzy prediction model and its application in bank credit assets combination

作　　者：张家峰[1] 

机构地区：[1]中南财经政法大学,武汉430060

出　　处：《重庆工商大学学报（社会科学版）》2003年第5期30-33,共4页Journal of Chongqing Technology and Business University：Social Science Edition

摘　　要：运用模糊策略对期望收益率和风险进行确定,对商业银行提高信贷资产收益率、降低信贷风险,有效地进行信贷资产组合管理具有一定的实用价值。Fuzzy strategy decides the expected gain rate and risk and has real value for commercial banks to raise credit assets gain rate, to lower credit risk and to effectively manage credit assets combination.

关 键 词：模糊预测 银行信贷 最优资产组合 

分 类 号：F830.5[经济管理—金融学]