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基于序化机理的稳健型股票价值投资决策——一个研究框架

宋鹏,梁吉业,李常洪

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文章导航> bob手机在线登陆学报（社会科学版）> 2016> (3): 75-83
宋鹏, 梁吉业, 李常洪. 基于序化机理的稳健型股票价值投资决策——一个研究框架[J]. bob手机在线登陆学报（社会科学版）, 2016, (3): 75-83. doi: 10.15918/j.jbitss1009-3370.2016.0310
引用本文: 宋鹏, 梁吉业, 李常洪. 基于序化机理的稳健型股票价值投资决策——一个研究框架[J]. bob手机在线登陆学报（社会科学版）, 2016, (3): 75-83.doi:10.15918/j.jbitss1009-3370.2016.0310
shu
SONG Peng, LIANG Jiye, LI Changhong. Research on Robust Stock Value Investing Decision Making: An Research Framework[J]. Journal of Beijing Institute of Technology (Social Sciences Edition), 2016, (3): 75-83. doi: 10.15918/j.jbitss1009-3370.2016.0310
Citation: SONG Peng, LIANG Jiye, LI Changhong. Research on Robust Stock Value Investing Decision Making: An Research Framework[J].Journal of Beijing Institute of Technology (Social Sciences Edition), 2016, (3): 75-83.doi:10.15918/j.jbitss1009-3370.2016.0310
shu

基于序化机理的稳健型股票价值投资决策——一个研究框架

doi:10.15918/j.jbitss1009-3370.2016.0310
  • 1.

    山西大学 经济与管理学院, 太原 030006

  • 2.

    山西大学 计算智能与中文信息处理教育部重点实验室, 太原 030006

基金项目:

国家自然科学基金重点资助项目(71031006);国家自然科学基金青年项目(71301090);教育部人文社会科学研究青年基金资助项目(12YJC630174);山西省高等学校创新人才支持计划资助项目(2013052006)

Research on Robust Stock Value Investing Decision Making: An Research Framework

  • 1.

    School of Economics and Management, Shanxi University, Taiyuan 030006, China

  • 2.

    Key Laboratory of Computational Intelligence and Chinese Information Processing of Ministry of Education, Shanxi University, Taiyuan 030006, China

  • 摘要:面对资本市场风险加剧的现实背景,以"公司经营业绩与股票市场业绩一致趋优"为稳健型投资的核心要素,立足于区间数据表示、会计信息度量两个关键要素,开展稳健型股票价值投资的多准则决策建模研究。面向稳健型投资决策目标,提出满足"稳健性""局部性""全局性"3个特性的序化机理,围绕关键特征选择、特征评价、全序化建模的主体脉络建立系统性多准则决策方法,进而构建"稳健型股票价值投资决策"的研究框架。
    Abstract:In the practical background of the exacerbated capital market risk, this paper develops a multiple criteria decision making model focusing on the essential factor of consistent excellence between firm's operating performance and market success on the basis of interval data representation and accounting information measurement. Taking the feature of robustness into consideration, a ranking mechanism is proposed based on the characteristics of "robust, localized and overall". Based on the main skeleton of feature selection, feature evaluation and complete ranking modeling, this paper presents a systematic multiple criteria decision making method and further establishes the research framework of robust stock value investing decision making.
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  • 收稿日期:2015-07-09
  • 刊出日期:2016-05-18

基于序化机理的稳健型股票价值投资决策——一个研究框架

doi:10.15918/j.jbitss1009-3370.2016.0310
  • 1. 山西大学 经济与管理学院, 太原 030006
  • 2. 山西大学 计算智能与中文信息处理教育部重点实验室, 太原 030006
    • 基金项目:

    国家自然科学基金重点资助项目(71031006);国家自然科学基金青年项目(71301090);教育部人文社会科学研究青年基金资助项目(12YJC630174);山西省高等学校创新人才支持计划资助项目(2013052006)

  • 收稿日期:2015-07-09
  • 刊出日期:2016-05-18

摘要:面对资本市场风险加剧的现实背景,以"公司经营业绩与股票市场业绩一致趋优"为稳健型投资的核心要素,立足于区间数据表示、会计信息度量两个关键要素,开展稳健型股票价值投资的多准则决策建模研究。面向稳健型投资决策目标,提出满足"稳健性""局部性""全局性"3个特性的序化机理,围绕关键特征选择、特征评价、全序化建模的主体脉络建立系统性多准则决策方法,进而构建"稳健型股票价值投资决策"的研究框架。

English Abstract

宋鹏, 梁吉业, 李常洪. 基于序化机理的稳健型股票价值投资决策——一个研究框架[J]. bob手机在线登陆学报（社会科学版）, 2016, (3): 75-83. doi: 10.15918/j.jbitss1009-3370.2016.0310
引用本文: 宋鹏, 梁吉业, 李常洪. 基于序化机理的稳健型股票价值投资决策——一个研究框架[J]. bob手机在线登陆学报（社会科学版）, 2016, (3): 75-83.doi:10.15918/j.jbitss1009-3370.2016.0310
shu
SONG Peng, LIANG Jiye, LI Changhong. Research on Robust Stock Value Investing Decision Making: An Research Framework[J]. Journal of Beijing Institute of Technology (Social Sciences Edition), 2016, (3): 75-83. doi: 10.15918/j.jbitss1009-3370.2016.0310
Citation: SONG Peng, LIANG Jiye, LI Changhong. Research on Robust Stock Value Investing Decision Making: An Research Framework[J].Journal of Beijing Institute of Technology (Social Sciences Edition), 2016, (3): 75-83.doi:10.15918/j.jbitss1009-3370.2016.0310
shu
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