摘要
研究动荡多变环境下企业战略风险的动态测度问题.针对企业战略风险的柔性特征,引入实物期权建立其单因子动态测度模型,利用Copula联结函数描述了多因子的联合概率分布和关联结构,提出一种以实物期权为内核的企业战略风险动态测度方法.示例分析表明,该方法比传统方法更逼近实际决策情景,具有一定的实用价值.
Under exquisite changeful environments, the dynamic measurement issue of enterprise strategic risk is studied. Focusing on flexible characteristics, the single factor model is formed by introducing real option. With the Copula coupling functions, the multi-factor co-probability distribution and coupling structure are described. The dynamic measurement method of enterprise strategic risk is proposed with real option as the core. An example shows that the method has more practical effectiveness than traditional ones.
出处
《控制与决策》
EI
CSCD
北大核心
2005年第7期741-745,共5页
Control and Decision
基金
国家软科学研究计划项目(2003DGS3B034)
西北工业大学博士论文创新基金项目(CX200425).
