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Based on financial status of loan customers, considering the constrain on laws, and regulations, using portfolio profits maximum of bank's assets as objective function, the optimal model of asset-liability-management is set up, in order to provide decision-making method for bank's risk management. The characteristic is that the financial status of loan customers is measured by Z-Score model, which...
With the process of economic globalization accelerating, the cooperation among enterprises becomes closer than before. Joint managed inventory was adopted to lower production costs and get high profit. However it is the key and foundation to keep the whole supply chain efficient and orderly whether the profit allocation is reasonable. The strategy of JMI in the supply chain was studied. The methods...
Portfolio optimization is an important research field in modern finance. The most important characteristic within this optimization problem is the risk and the returns. Modern portfolio theory provides a well-developed paradigm to form a portfolio with the highest expected return for a given level of risk tolerance. Multi objective portfolio optimization problem is the portfolio selection process...
Based on the analysis of classical buy-back contract's price, quantity and the maximum buy-back rates, this paper further discusses the retailers' order strategies when the supplier are able to promise the maximum buy-back rates during the risk fluctuations. In this paper, a mathematical model is established to maximize the profit when buy-back rates risk fluctuates. The paper also discusses different...
Subjective and objective weights of indexes are determined respectively by G1 and entropy methods in the paper, furthermore, optimal weight is determined based on the Combination Weighting Method by minimizing the summary of the square of deviation. Finally, construct the financial risk evaluation model applied to the real estate and rank the order of related companies according to the comprehensive...
According to 277 entrepreneurial questionnaires, this article testified the causal model of micro mechanism on the entrepreneurial decision making. The result of structural equation modeling indicated entrepreneurial alertness and prior knowledge were the direct factor to the entrepreneurial opportunity recognition. They influenced the entrepreneurial decision via the variables of opportunity recognition...
Financial institutions are affected by various risk factors. With the wide spreading subprime crisis, more and more people are paying attention to risk management. In order to enhance the mechanism, techniques and skills of risk management, this paper firstly describes the traditional models of risk management, then presents an integrated risk management model, which consists of three stages as risk...
In this paper, we present an investment supernetwork model with risk management. The optimality condition for the investor who try to optimize their objective function and are faced with multiple criteria such as maximize profit and minimum risk, minimum time and so on, and weight them according to their preferences is established and derives the finite-dimensional variational inequality formulation...
Based on the study of the manners that hydropower plants should take when they participate in market competition, this paper suggest dividing the total power generation of hydropower into two parts, competitive electricity quantity and non competitive electricity quantity. And the ratio of non competitive electricity quantity can be determined by referring to the ratio of thermal power units that...
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