A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making

被引：13

作者：

Aouni, Belaid ^{[1
]}

Colapinto, Cinzia ^{[2
]}

La Torre, Davide ^{[3
,4
]}

机构：

[1] Qatar Univ, Coll Business & Econ, Management & Mkt Dept, Doha, Qatar

[2] Univ Venice, Dept Management, I-30123 Venice, Italy

[3] Univ Milan, Dept Econ Management & Quantitat Methods, Milan, Italy

[4] Khalifa Univ, Dept Appl Math & Sci, Abu Dhabi, U Arab Emirates

来源：

INFOR | 2014年 / 52卷 / 03期

关键词：

D O I：

10.3138/infor.52.3.138

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The Venture Capital decision making process involves several conflicting and imprecise criteria. The decision to invest is a difficult one with serious adverse selection risk and surrounded with uncertainty. The aim of this paper is to propose a cardinality constrained Fuzzy Goal Programming (FGP) model to deal with such a complex scenario. A FGP model does not require any assumptions on the probability distribution, better fitting with the characteristics of the Venture Capital market. The developed model is illustrated through a numerical example which uses data taken from an Italian venture capital fund.

引用

页码：138 / 146

页数：9

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