土地储备方案的投资决策风险评估  

Investment Decision-Making Risk Assessments of Land Bank Program

作　　者：张国宇[1] 周冬雪[1] 张默怡 

机构地区：[1]内蒙古大学数学科学学院,呼和浩特 [2]内蒙古大学计算机学院–软件学院,呼和浩特

出　　处：《统计学与应用》2014年第2期85-95,共11页Statistical and Application

基　　金：国家大学生创新训练项目(201310126040);内蒙古大学大学生创新训练项目(201311140)。

摘　　要：本文主要针对投资决策风险,构建土地储备投资决策风险评价指标,计算出风险程度Q值,从而达到评估土地储备风险的目的。根据实际数据,经过分析确定出了影响投资风险的六种主要因素。我们采用层次分析法确定风险指标权重,权重较大的指标对风险的影响程度较大。但是,传统的层次分析法在构造判断矩阵时往往含有一定的主观因素。本文利用SPSS (R型)聚类分析过程中的相似矩阵来确定判断矩阵,这种方法避免了托马斯?塞蒂(T.L. Saaty)提出的1-9标度方法带来的主观因素,提高了层次分析法的效率。最后,通过Yaahp对结果进行了敏感性分析,得到可以根据权重w评估投资决策风险。In view of the decision risk of land reserve investment, an evaluation index is built in this thesis, and the Q value which indicates the level of risk is calculated, so as to achieve the purpose of as-sessing the risks of land reserves. Based on actual data, six main factors affecting the investment risk are determined after analysis. With the method of Analytic Hierarchy Process (AHP), the risk index weights are identified, and the greater weight index impacts a greater degree of risk. How-ever, the judgment matrix in traditional AHP often contains certain subjective factors. The judg-ment matrix is determined by analyzing the proximity matrix, using SPSS (R) clustering analysis in the process. This method avoids subjective factors caused by 1-9 scaling method which is proposed by Thomas Setiawan (T.L. Saaty), and improves the efficiency of the Analytic Hierarchy Process (AHP). Finally, a sensitivity analysis on the results is made with Yaahp, and weights “w” can be used as indicators to assess the risk of the investment decision.

关 键 词：投资决策分析 层次分析法 聚类分析 SPSS Yaahp 

分 类 号：F2[经济管理—国民经济]