【摘要】 建立了基于加权风险收益的中小科技企业贷款组合优化决策模型.该模型依据贷款组合单位风险权重收益最大的基本思想、结合科技企业特点、国家对科技企业扶持的政策等,采用CreditRisk+模型测量风险,有效地控制了对科技企业贷款的风险,为科技企业贷款决策提供了选择方法.更多还原

【Abstract】 In this paper,we present a loans portfolio optimization model for High-technology industry.This model is based on maximizing the unit risk-weighted portfolio returns,consider features of technology companies,the state policy of support for high-technology industry and so on,using CreditRisk+models measure risk.At last,numerical studies reveal the effectiveness of our model.更多还原