| 基于相对熵的存货质押融资模式下中小企业信用评价 |
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| 引用本文： | 朱海,张红梅,徐超.基于相对熵的存货质押融资模式下中小企业信用评价[J].毕节学院学报,2015(2):132-138. |
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| 作者姓名： | 朱海 张红梅 徐超 |
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| 作者单位： | 1. 贵州财经大学 金融学院,贵州贵阳,550025;2. 贵州财经大学 贵州城镇经济与发展研究院,贵州贵阳,550025;3. 电子科技大学经济与管理学院,四川成都,610054 |
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| 基金项目： | 国家自然科学基金项目“贷款风险补偿资金对科技型中小企业信贷配给的影响机理研究”成果之一，项目编号71263011；教育部人文社会科学研究规划基金项目“战略性新兴产业企业信用风险评价体系研究”成果之一，项目编号11YJA630196。 |
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| 摘 要： | 针对存货质押融资模式下各参与主体的多元性，在中小企业信用评价的过程中需要克服其信用评价具有主观性、复杂性和模糊性的难题；同时，考虑到主、客观赋权法各有优缺点，应通过相对熵的组合赋权法确定各项评价指标的权重。在组合赋权的过程中，可以先分别采用层次分析法、熵权法从主观、客观的角度进行赋权，再采用相对熵法实现组合赋权。另外，采用线性加权和法对24家样本中小企业进行信用评价，构建中小企业信用评价指标体系，实证结果验证了组合赋权的可行性与适用性。
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| 关 键 词： | 存货质押融资 中小企业 信用评价 组合赋权 相对熵 |
Credit Evaluation of SEMs in Inventory Financing Mode based on Relative Entropy |
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| ZHU Hai,ZHANG Hong-mei,XU Chao.Credit Evaluation of SEMs in Inventory Financing Mode based on Relative Entropy[J].Journal of Bijie University,2015(2):132-138. |
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| Authors: | ZHU Hai ZHANG Hong-mei XU Chao |
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| Institution: | ZHU Hai;ZHANG Hong-mei;XU Chao;Guizhou Institute for Urban Economics and Development;School of Finance, Guizhou University of Finance and Economics;School of Economics and Management of UESTC; |
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| Abstract: | For the diversity of each participation in the inventory financing, it needs to overcome its sub?jectivity, complexity and fuzziness in the process of credit evaluation of SEMs. Meanwhile, considering the subjective and objective method has its advantages and disadvantages, this paper weight each indicators by relative entropy based on combination weighting method. In the process of combination of empowerment, weight each indicators from the angle of subjectivity and objectivity based on analytic hierarchy process and entropy, then, using the relative entropy method to achieve the combination weighting. This paper also builds a credit evaluation index system of SEMs, and by using the linear weighted method evaluated the sample of 24 SEMs, the empirical results verify the feasibility and applicability of the combination weighting. |
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| Keywords: | Inventory Mode SEMs Credit Evaluation Combination Weighting Relative Entropy |
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