摘要
本文通过综合考虑构建了上市公司的绩效评价体系。特别针对指标权重的确定问题,提出了基于广义最大熵原理和优化理论新的赋权方法。并以此对2002年沪深证券市场的1187家个股进行了排序分析,结果表明了该方法的合理性。
In this paper,performance evaluation system for listed company is constructed through synthetical consideration.Especially in order to give index's weight correctly,a new method is put forward based on the generalized maximum entropy principle and optimization theory.1187 stocks in Shanghai & Shenzhen stock markets in 2002 are ranked by this method and the result shows the validity of this method.
出处
《运筹与管理》
CSCD
2004年第2期118-122,共5页
Operations Research and Management Science
基金
江苏省统计科研基金资助项目(2003 B007)
关键词
上市公司
综合评价
广义最大熵原理
权重
排序
绩效评价体系
listed company research
comprehensive evaluation
generalized maximum entropy principle
weight
ranking
