基于熵权模糊综合评价模型的股票内在价值研究
发布时间：2018-08-19 16:36
【摘要】：针对股票内在价值评判方法中指标权重设定的主观性缺陷,提出在利用熵权确定各指标权重的基础上,运用模糊综合评价方法对股票会计信息的综合指标进行模糊处理,为投资者投资股票提供一种新的参考;并通过"一带一路"概念股中的五支工程基建行业类股票进行模拟实证分析,证明将会计信息进行相关量化处理,能够为投资者提供较为客观的选择,同时基于熵权的模糊综合评价模型在股票内在价值评价中具有可行性.
[Abstract]:Aiming at the subjective defect of the index weight setting in the method of stock intrinsic value evaluation, this paper puts forward that the fuzzy comprehensive evaluation method is used to deal with the comprehensive index of stock accounting information on the basis of using entropy weight to determine the weight of each index. It provides a new reference for investors to invest in stocks, and through the simulation and empirical analysis of five stocks in "Belt and Road" concept stocks, it proves that the accounting information is processed quantitatively. The fuzzy comprehensive evaluation model based on entropy weight is feasible to evaluate the intrinsic value of stock.
【作者单位】： 中国社会科学院信息情报研究院;中国社会科学院农村发展研究所;中国社会科学院数量经济与技术经济研究所;
【分类号】：F832.51
[Abstract]:Aiming at the subjective defect of the index weight setting in the method of stock intrinsic value evaluation, this paper puts forward that the fuzzy comprehensive evaluation method is used to deal with the comprehensive index of stock accounting information on the basis of using entropy weight to determine the weight of each index. It provides a new reference for investors to invest in stocks, and through the simulation and empirical analysis of five stocks in "Belt and Road" concept stocks, it proves that the accounting information is processed quantitatively. The fuzzy comprehensive evaluation model based on entropy weight is feasible to evaluate the intrinsic value of stock.
【作者单位】： 中国社会科学院信息情报研究院;中国社会科学院农村发展研究所;中国社会科学院数量经济与技术经济研究所;
【分类号】：F832.51
【参考文献】
相关期刊论文 前4条
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3 刘q，
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