Title :
Study on Partner Choice Risk Avoiding in Private Equity Syndication
Author :
Zhou, Qihong ; Zhang, Xubo
Author_Institution :
Wuhan Univ. of Sci. & Eng., Wuhan, China
Abstract :
This paper analysis the possible risk exists in the private equity multi-stage syndication partnerspsila choice. Evaluation the syndication partners choice risk in multi-stage private equity. Use fuzzy optimal dynamic programming build a risk-weighted optimal return model to avoid the risk in the syndication partners choice. Get the multi-stage optimal syndication partners selection set. An example is used to demonstrate our risk avoiding model.
Keywords :
dynamic programming; fuzzy set theory; investment; risk management; fuzzy optimal dynamic programming; partner choice risk; private equity multistage syndication partners; private equity syndication; risk-weighted optimal return model; Costs; Dynamic programming; Ethics; Financial management; Hazards; Investments; Risk analysis; Risk management; Uncertainty; Venture capital; fuzzy; private equity; risk management; syndication;
Conference_Titel :
Web Mining and Web-based Application, 2009. WMWA '09. Second Pacific-Asia Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-0-7695-3646-0
DOI :
10.1109/WMWA.2009.84