| 多项目投资组合的风险性评价与择优方法研究 |
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| 引用本文： | 陈炽文,杨建辉.多项目投资组合的风险性评价与择优方法研究[J].科技管理研究,2011,31(4). |
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| 作者姓名： | 陈炽文 杨建辉 |
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| 作者单位： | 华南理工大学工商管理学院,广东广州,510640 |
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| 摘 要： | 对投资项目(或方案)进行经济评价,是投资决策中必不可少的重要环节.针对项目投资组合问题,基于现值指数法,建立新的多项目投资组合风险、收益综合评价指标,并运用该指标,建立多投资项目(或方案)组合模型,研究在资源受限的情况下.对项目组合进行风险评价及择优的方法,在此基础上结合遗传算法对模型进行求解.最后,数值算例说明了模型的应用与算法的可行性.
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| 关 键 词： | 多项目投资 投资组合优化模型 项目择优 遗传算法 |
Study on Risk Evaluation and Selection of Multi-Project Portfolio Investment |
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| CHEN Chiwen,YANG Jianhui.Study on Risk Evaluation and Selection of Multi-Project Portfolio Investment[J].Science and Technology Management Research,2011,31(4). |
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| Authors: | CHEN Chiwen YANG Jianhui |
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| Institution: | CHEN Chiwen,YANG Jianhui (School of Business Administration,South China University of Technology,Guangzhou 510640,China) |
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| Abstract: | Economic evaluation on investment projects is a necessary step in investment decision.Aiming at the problem of project portfolio,we establish a new and efficent evaluation index of investment project combinations,which is based on present value index,to evaluate the risk and benefit.Then we use this index to set up a portfolio optimization model to study the method of evaluating risk and selecting better projects when resource is constrained.We use genetic algorithm to solve the model.Finally,a numerical ex... |
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| Keywords: | multi-project portfolio investment portfolio optimization model project selection genetic algorithm |
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