Mean-Variance Model for Venture Investment Decision-making

被引：0
|
作者：
Zhao, Zhenwu [1 ]
机构：
[1] Civil Aviat Univ China, Sch Safety, Tianjin 300300, Peoples R China
来源：
2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31 | 2008年
关键词：
decision-making; fuzzy variable; MV model; fuzzy simulation; framework;
D O I：
暂无
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
In this paper a mean-variance model for venture investment decision making has been developed. The model is based on fuzzy simulation method with fuzzy variable. In particular it builds upon the grounded framework. Then we can use the proposed framework to select the projects. The results of the numerical example show that the presented framework is implemented easily and is good for solving the fuzzy investment problem.
引用
收藏
页码：10123 / 10126
页数：4
相关论文
共 50 条
  • [1] INVESTMENT DECISION WITH A GENERAL EQUILIBRIUM MEAN-VARIANCE APPROACH
    HAMADA, RS
    [J]. QUARTERLY JOURNAL OF ECONOMICS, 1971, 85 (04): : 667 - 683
  • [2] INVESTMENT POLICY, OPTIMALITY, AND THE MEAN-VARIANCE MODEL
    BARON, DP
    [J]. JOURNAL OF FINANCE, 1979, 34 (01): : 207 - 232
  • [3] TOWARD A MODEL OF VENTURE CAPITAL-INVESTMENT DECISION-MAKING
    FRIED, VH
    HISRICH, RD
    [J]. FINANCIAL MANAGEMENT, 1994, 23 (03) : 28 - 37
  • [4] A Study on Syndicated Investment Decision-making Model of Venture Capital
    Cai Weihong
    Yang Qing
    [J]. PROCEEDINGS OF THE 5TH INTERNATIONAL CONFERENCE ON INNOVATION & MANAGEMENT, VOLS I AND II, 2008, : 787 - 790
  • [5] THE MEAN AND VARIANCE OF THE MEAN-VARIANCE DECISION RULE
    CHALFANT, JA
    [J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1987, 69 (05) : 1080 - 1080
  • [6] THE MEAN AND VARIANCE OF THE MEAN-VARIANCE DECISION RULE
    CHALFANT, JA
    COLLENDER, RN
    SUBRAMANIAN, S
    [J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1990, 72 (04) : 966 - 974
  • [7] Interactive Decision Making Method Based on Improved Mean-Variance Model for Portfolio
    Hu, Shicheng
    Li, Wenqian
    Li, Fang
    Liu, Yang
    [J]. PROCEEDINGS OF THE THIRD INTERNATIONAL CONFERENCE ON COMPUTER SCIENCE AND APPLICATION ENGINEERING (CSAE2019), 2019,
  • [8] A Mean-Variance Approach to Capital Investment Optimization
    Bensoussan, Alain
    Hoe, SingRu
    Yan, Zhongfeng
    [J]. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2019, 10 (01): : 156 - 180
  • [9] Mean-variance hedging and optimal investment in Heston's model with correlation
    Cerny, Ales
    Kallsen, Jan
    [J]. MATHEMATICAL FINANCE, 2008, 18 (03) : 473 - 492
  • [10] On Generalizations of Mean-Variance Model
    Fu, Yuting
    [J]. 2018 INTERNATIONAL CONFERENCE ON COMPUTER INFORMATION SCIENCE AND APPLICATION TECHNOLOGY, 2019, 1168
12345