中文摘要：

研究具有不对称风险交互效应的R＆D项目组合选择问题.通过风险关联度来刻画风险交互效应,给出了项目在组合中的风险计量方法,并建立了具有资源约束的双目标规划模型.设计了以最大化组合期望收益为主、最小化组合风险为辅的一种启发式算法.通过实验分析,指出了算法在运行时间与执行效果上的有效性.

英文摘要：

This paper investigates the problem of R＆D project portfolio with asymmetry risk interaction, where the project risk in a portfolio is defined by the associative risk parameter. A mathematic model of bi-objective is set up where the main objective is to maximize the expected portfolio revenue, and the secondary one is to minimize the portfolio risk. The expectation revenue adjustment index is adopted to trade off the two objectives of the model. A heuristic algorithm is proposed, illustrated by an explanatory instance. It is pointed out with experiment that the algorithm is efficient in both running time and performance.