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针对已有的不确定投资情况下风险与收益选择方法的特点与弊端 ,提出了在贷款组合配给中的单位风险收益最大原则 ,并依此建立了风险贷款组合的优化决策模型 ,解决了收益与风险各不相同时贷款组合的决策问题。实例分析和对比表明了该方法的科学性。
Aiming at the characteristics and disadvantages of the methods of risk and return selection in the case of the existing uncertain investment, this paper puts forward the maximum principle of unit risk return in the loan portfolio rationing and establishes the optimal decision model of the risk loan portfolio to solve the problem of return Decision-making problems in loan portfolio when risks are different. The example analysis and comparison show that the method is scientific.