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Study on Risk Decision-Making Model Based on the Semi-Deviation Risk Messure

Author: LiuJiYe
Tutor: YangKeLei
School: Tianjin University
Course: Technology Economics and Management
Keywords: Venture Capital Investment portfolio Risk Decision Semi- absolute deviation
CLC: F830.59
Type: Master's thesis
Year: 2007
Downloads: 157
Quote: 0
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Abstract


Investment portfolio decision-making is the concrete application of decision theory in the field of investment , the objective and subjective conditions for investment entities in order to achieve efficiency goals , principles and methods of use of decision-making , systems analysis , to select the best or the most satisfaction from the number of investment projects can take the process of the project . Most of the investment decision-making process is a risk decisions , investment decisions , which is the measure of the risks and benefits of the process . Venture capital is a high- risk , high-yield investment , which is characterized by risk investment projects portfolio decision - making process , it should be prudent measure of investment portfolio risk through a combination of scientific investment , decentralized and control risk . The existing risk investment decision-making method emphasis on the optimization of investment in a single project , the lack of quantitative assessment of the risk portfolio analysis . This article aims to explore methods of balancing the risk of the portfolio risk and return , and try to build a minimum risk effective income risk decision-making model . This paper outlines the related concept of venture capital and venture capital portfolio analysis of risk investment portfolio risk constituted , and to extract the the risk portfolio decision-making process ; then the application of the theory of the risk portfolio , to clarify risk investment portfolio and the differences and relations of the securities portfolio , a review of the traditional method of project group Selection ( Lorry - Savage problem ) , pointed out that the lack of traditional risk-free decision - making model , and the method has the advantage of the existing investment portfolio risk decisions and limitations ; Finally, risk measurement methods through research, portfolio risk and return trade-offs , and demonstrate the application of the minimum risk effective revenue model and semi- absolute deviation model to measure the advantages of the benefits and risks of the venture capital portfolio , and on this basis on , to build a venture capital project decision-making model , the model can be obtained under the defined benefit minimum risk investment portfolio by changing the expected return value can be easily calculated value at risk under different earnings expectations and the appropriate combination . Characteristics of the model that does not take the place of the investors to make the only decision-making , but to provide the optimal combination of decision-makers in a series of different risk and return indicators for decision makers preference according to their risk level and the model does not consider the factors to make a choice .

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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Investment
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