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
收藏
页码：138 / 146
页数：9
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