| 私募股权投资的估值问题研究进展 |
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| 引用本文： | 朱其明,费为银,费晨. 私募股权投资的估值问题研究进展[J]. 南京气象学院学报, 2017, 9(3): 332-340 |
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| 作者姓名： | 朱其明 费为银 费晨 |
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| 作者单位： | 1. 安徽工程大学 数理学院, 芜湖, 241000;2. 东华大学 旭日工商管理学院, 上海, 200051;1. 安徽工程大学 数理学院, 芜湖, 241000;2. 东华大学 旭日工商管理学院, 上海, 200051;1. 安徽工程大学 数理学院, 芜湖, 241000;2. 东华大学 旭日工商管理学院, 上海, 200051 |
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| 基金项目： | 国家自然科学基金（71171003，7157 1001） |
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| 摘 要： | 阐述了私募股权投资的估值问题.首先简要介绍了投资组合问题的发展历史与研究成果.接着较为详细地论述了私募股权投资的估值问题的研究现状，包括有限合伙人的投资组合选择，以及对投资企业的价值评估体系和评估方法的研究，并给出了所要研究的模型，即含有未支撑风险的私募股权投资模型.最后给出所要研究模型在通胀环境、Knight不确定环境下以及跳扩散环境下的拓展框架.
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| 关 键 词： | 投资组合 私募股权投资 随机分析 通货膨胀 Knight不确定 跳风险 |
| 收稿时间： | 2016-03-26 |
Research advances on the valuation issue of private equity investment |
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| ZHU Qiming,FEI Weiyin and FEI Chen. Research advances on the valuation issue of private equity investment[J]. Journal of Nanjing Institute of Meteorology, 2017, 9(3): 332-340 |
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| Authors: | ZHU Qiming FEI Weiyin FEI Chen |
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| Affiliation: | 1. School of Mathematics and Physics, Anhui Polytechnic University, Wuhu 241000;2. The Glorious Sun School of Business and Management, Donghua University, Shanghai 200051;1. School of Mathematics and Physics, Anhui Polytechnic University, Wuhu 241000;2. The Glorious Sun School of Business and Management, Donghua University, Shanghai 200051;1. School of Mathematics and Physics, Anhui Polytechnic University, Wuhu 241000;2. The Glorious Sun School of Business and Management, Donghua University, Shanghai 200051 |
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| Abstract: | In this paper,we explain the valuation issue of private equity investment.First,we briefly introduce the development history and research results of the portfolio problem.Then we discuss the research situation of the valuation issue of private equity investment in detail,including the portfolio selection of limited partners,as well as the research on the value evaluation system and evaluation methods of investment enterprises.And we give the model to be studied,namely the private equity model with unspanned risk.Finally,we give the expansion of the framework of the model under inflation,Knightian uncertainty and jump diffusion environment. |
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| Keywords: | portfolio private equity investment stochastic calculus inflation Knightian uncertainty jump risk |
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