【摘要】 针对企业多类风险暴露体管理策略选择,提出基于投资理论的CR模型,并采用遗传算法分析风险管理成本和收益。通过一个典型算例说明企业风险组合管理策略选择的标准和过程,结果表明该方法具有简单有效、快速准确等特点。更多还原

【Abstract】 For the selection of risk management strategy of the enterprise which has many kinds of exposures, a CR model based on investments theories was proposed. Moreover, in this model, the cost and profit were simultaneously analyzed through the genetic algorithms. Subsequently, a typical example was given to show the details of the process and rules for the selection of risk management strategy. Moreover, exact and effective results were rapidly obtained through the genetic algorithms.更多还原