| 企业风险管理模型方法综述 |
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| 引用本文： | 丁德臣,何建敏,吴广谋.企业风险管理模型方法综述[J].科学学与科学技术管理,2008,29(7). |
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| 作者姓名： | 丁德臣 何建敏 吴广谋 |
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| 作者单位： | 东南大学,经济管理学院,南京,211189 |
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| 摘 要： | 系统总结了企业风险管理理论所涉及的模型、方法和工具,对确定性模型和不确定性模型进行了详细介绍.并对各种模型的优缺点及使用范围作出了综合评价.针对现有的建模方法存在研究思路过于狭窄、研究对象过于片面、研究假设过于苛刻以及缺乏对风险全面整合的能力等缺陷,认为研究方法在定量与定性方面应当有所创新.影子期权、实物期权理论和博弈论等理论可以为企业风险建模提供一个新的视角.
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| 关 键 词： | 风险管理 确定性模型 不确定性模型 实物期权 影子期权 博弈论 |
Overview of Enterprise Risk Management Modeling |
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| DING Dechen,HE Jianmin,WU Guangmou.Overview of Enterprise Risk Management Modeling[J].Science of Science and Management of S.& T.,2008,29(7). |
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| Authors: | DING Dechen HE Jianmin WU Guangmou |
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| Abstract: | The paper summaries models, measures and tools of enterprise risk management systematically and describes deterministic models and undeterministric models particularly. Then it estimates pitfalls and virtues of different kinds of models wholely. Existing modeling methods are short at their narrow scope, unilateral objects, rigor hypotheses and lack of capabilities of intergrating various kinds of risks. Finally, new methods such as shadow options theory, real options theory and games theory are put forward in order to conquer these demerits, which creatively combine both quantitative and qualitative techniques. |
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| Keywords: | risk management deterministic models undeterministric models real options shadow options game theory |
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