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论文类型：会议论文

发表时间：2015-01-01

收录刊物：CPCI-S

页面范围：429-433

关键字：Asset and liability management; household finance; multi-objective decision

摘要：Household finance is an important emerging area of financial studies. According to asset and liability management, this article uses multi-objective optimization theory to build the model, the author also wants to use statistical and random programming method to deal with the stray parameter, and finally transfer the model to ascertained decision problem and determines the optimal decision strategy of household financial. Decision making analysis method of qualitative and quantitative composition is applied in selecting the model parameter. The results show that family can simultaneously achieve assets income maximization and predetermined solvency target configuration of assets and liabilities. And by comparing with the actual data, we found that household assets returns after the model optimization are higher than the actual value, and household debt paying ability is lower than the actual value, which shows that the improved model have played an important role in optimizing family assets and liabilities management decisions.