Analysis of Real Estate Investment Decision-making Based on CVaR

被引：0
|
作者：
He, Lu [1 ]
机构：
[1] Liaoning Urban Construct Tech Coll, Shenyang 110122, Liaoning Provin, Peoples R China
来源：
2014 2ND INTERNATIONAL CONFERENCE ON SOCIAL SCIENCE AND HEALTH (ICSSH 2014), PT 1 | 2014年 / 55卷
关键词：
CVaR; Optimization model; Decision;
D O I：
暂无
中图分类号：
C [社会科学总论];
学科分类号：
03 ; 0303 ;
摘要：
This paper is primarily concerned with research on the specific application of the CVaR model in real estate investment decision-making and on the analysis of principles of real estate investment portfolios. It proposes an optimal real estate investment portfolio solution based on the CVaR model (conditional value at risk) and conducts an empirical analysis of the solution. Based on theoretical research and practical verification, this paper develops an optimal portfolio for real estate investment with a view to effectively reducing investment risks, maximizing returns on investment and thus promoting the development of China's real estate industry.
引用
收藏
页码：328 / 332
页数：5
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