【摘要】 针对已有的不确定投资情况下风险与收益选择方法的特点与弊端 ,提出了在贷款组合配给中的单位风险收益最大原则 ,并依此建立了风险贷款组合的优化决策模型 ,解决了收益与风险各不相同时贷款组合的决策问题。实例分析和对比表明了该方法的科学性。更多还原

【Abstract】 To the characters and defects of the existed methods in solving the relationship between earnings and risks when the investment environment is unsure, the principle of maximum earnings per risk in loan′s portfolio distribution is presented. A decision making model of loan risk portfolio optimization according this principle is set up. The decision making problem when the earnings and risks are very different among every alternative of loan′s portfolio is solved. With the farther practical and comparative analysis, scientificity of the model is illuminated.更多还原