Study on Fuzzy optimal dynamic partner choice in Private Equity Investmenta

被引：1

作者：

Zhang, Xubo ^{[1
]}

Zhang, Chengbo ^{[2
]}

机构：

[1] Wuhan Polytech Univ, Sch Econ & Management, Wuhan, Peoples R China

[2] Suqian Coll, Lib, Suqian, Peoples R China

来源：

2009 IITA INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION AND SYSTEMS ENGINEERING, PROCEEDINGS | 2009年

关键词：

private equity; syndication partners choice; dynamic programming; fuzzy optimal;

D O I：

10.1109/CASE.2009.168

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

There are four types risk in private equity syndication partners' choice: capability risk, organization risk, moral hazard and cooperation termination risk. This paper Use fuzzy optimal dynamic programming build a risk-weighted optimal return model to avoid the risk in the syndication partners choice in private equity. Get the multi-stage optimal syndication partners selection set. An example is used to demonstrate our risk avoiding model.

引用

页码：628 / +

页数：2

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