【摘要】：出于對(duì)林業(yè)發(fā)展的重視,對(duì)生態(tài)旅游項(xiàng)目的關(guān)注,黑龍江省委、省政府在"十二五"期間著力促進(jìn)林業(yè)產(chǎn)業(yè)結(jié)構(gòu)的合理調(diào)整,重點(diǎn)推進(jìn)林業(yè)生態(tài)旅游項(xiàng)目。隨著森林生態(tài)旅游項(xiàng)目成為一種頗受大眾關(guān)注的旅游項(xiàng)目,其投資的風(fēng)險(xiǎn)性也開(kāi)始逐漸受到越來(lái)越多的投資者的關(guān)注。將風(fēng)險(xiǎn)價(jià)值(Value at Risk,簡(jiǎn)稱VaR)和條件風(fēng)險(xiǎn)價(jià)值(Conditional Value at Risk,簡(jiǎn)稱CVaR)兩種風(fēng)險(xiǎn)管理工具引入到長(zhǎng)壽森林大世界森林生態(tài)旅游項(xiàng)目投資的風(fēng)險(xiǎn)管理中,建立單個(gè)投資項(xiàng)目的風(fēng)險(xiǎn)管理模型,并以CVaR為優(yōu)化目標(biāo),通過(guò)求解隨機(jī)規(guī)劃問(wèn)題得到使CVaR最小化的投資組合比例,以實(shí)現(xiàn)對(duì)同時(shí)投資多個(gè)項(xiàng)目的創(chuàng)業(yè)投資基金的風(fēng)險(xiǎn)控制。
[Abstract]:In order to pay attention to forestry development and ecological tourism projects, Heilongjiang Provincial Committee and provincial government put great efforts to promote the rational adjustment of forestry industrial structure during the "Twelfth Five-Year Plan" period, and put emphasis on promoting forestry eco-tourism projects. With the forest ecotourism project becoming a popular tourism project, the risk of its investment has gradually been concerned by more and more investors. Risk value (Value at Risk, (VaR) and conditional risk value (Conditional Value at Risk, (CVaR) are introduced into the risk management of forest ecotourism project in the big world of longevity forest, and the risk management model of a single investment project is established. With CVaR as the optimization goal, the portfolio ratio of CVaR is obtained by solving the stochastic programming problem, so as to realize the risk control of venture capital funds that invest in multiple projects at the same time.
【作者單位】： 東北林業(yè)大學(xué);
【分類號(hào)】：F592;F326.2;F224

【參考文獻(xiàn)】

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1 姚奎棟,孫軼s，

本文編號(hào)：2262895