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《Journal of Systems Engineering》 2001-01
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The H_∞ control strategy analysis of financial risk attenuation about assets regrouping

ZHONG Mai ying 1,HUANG Xiao yuan 2,TANG Bing yong 1 (1.School of Business and Management, Donghua University, Shanghai 200051,China; 2.Faculty of Business Administration, Northeastern University, Shenyang 110006, China)  
This paper proposed a discrete time system model of assets regrouping with return rate uncertainty and external noise input. Based on the H ∞ control theory method, this paper also gave the corresponding robust H ∞control strategy, which could attenuate financial risk to a given level. Finally, an illustrating example indicated that the regrouped assets could track target value effectively by taking this H ∞ strategy.
【CateGory Index】: F830.9
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【References】
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1 HUANG Youli1,ZHOU Qin1,LIU Bin2(1.Management School,University of Science and Technology of China,Hefei 230026,China;2.School of Information Science and Technology,University of Science and Technology of China,Hefei 230026,China);Research of Equivalent Talents Strategy in High-Technology Enterprises:Robust Control Method for Time-delay Systems with Uncertainty[J];Science of Science and Management of S.& T.;2010-07
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1 HUANG Xiaoyuan ZHONG Maiying (Business Institute, Northeastern Univ., Shenyang);THE RESEARCH OF H ∞ CONTROL THEORY APPLICATION TO FINANCIAL RISK OF ASSES REGROUPING[J];INFORMATION AND CONTROL;1998-06
【Co-citations】
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1 Xiao Dongrong Li Tao (Nanjing Institute of Meteorology,Nanjing 210044);Research on the H_∞ Control Applied in Bank Credit Risk Management System[J];Journal of Wuhan University of Technology;2002-03
2 HUNAG Xiao-yuan (College of business Administration, Northeastern University, Shenyang\ 110006);FINANCIAL ENGINEERING: CHALLENGE IN THE INFORMATION AND CONTROL[J];Information and Control;2001-02
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1 HUANG You-li1,ZHOU Qin1,LIU Bin2(1.School of Management,University of Science and Technology of China,Hefei 230026,China;2.School of Information Science and Technology,University of Science and Technology of China,Hefei 230026,China);Optimal Guaranteed Cost Control of Time-Delay Systems with Uncertainty for Talents in Knowledge-based Enterprises[J];Journal of Beijing University of Posts and Telecommunications(Social Sciences Edition);2010-03
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