Risk Analysis of China Sovereignty Wealth Fund Using ANP
The sovereignty wealth fund is facing many aspects of risk and the disturbances from the market, the operating system, the government and the social environment, etc. These factors are difficult to be quantificated, and between them there are some incident cross-correlations and some mutual influences. In view of this question, based on ANP and the method of fuzzy comprehensive evaluation, this article has constructed the ANP structural model of risk assessment of sovereignty wealth fund, and it has used the software SUPER DECISION to get the solution of the model. Finally, we can prove that this methods scientific nature and the validity is much better than AHP through the concrete example, and it will provide an important reference to the risk control and the management of sovereignty wealth fund in future research.
Sovereignty wealth fund Risk analysis Analytic Network Process(ANP) Super Decision
Su Yueliang Li jin
School of Business Administration, South China University of Technology ,Guangzhou,China 510640 School of Business Administration , South China University of Technology ,Guangzhou,China 510640
国际会议
武汉
英文
367-370
2010-06-06（万方平台首次上网日期，不代表论文的发表时间）