1. Simulation Analysis of China Sovereign Wealth Fund Risk Based on the Fuzzy Comprehensive Assessment Model
- Author
-
Jie Tan and Yiding Yue
- Subjects
Financial management ,Actuarial science ,business.industry ,Computer science ,Sovereign wealth fund ,Yield (finance) ,Fuzzy set ,Distribution (economics) ,business ,Risk assessment ,Fuzzy logic ,Risk management - Abstract
In order to solve risk management problem of China Sovereign Wealth Fund, the fuzzy comprehensive assessment model is used in this paper. By evaluating the risk of fuzzy comprehensive, this paper establishes the corresponding fuzzy comprehensive assessment model based on different risk factors. According to the model established in this paper we can see the risk degree has its distribution of various evaluation membership. According to the model, this article carries out simulation analysis on the risk assessment of China sovereignty wealth fund. In accordance with the principle of maximum membership degree that the simulation analysis is proved to be high-risk projects with high investment, high risk, high yield and so on
- Published
- 2010