Research on decision method of electrical project investment considering risk

被引：0
|
作者：
Zhang, Li Ying [1 ]
Qi, Jian Xun [1 ]
Liu, Yan [1 ]
机构：
[1] N China Elect Power Univ, Dept Business Adm, Beijing, Peoples R China
来源：
PROCEEDINGS OF CRIOCM 2006 INTERNATIONAL RESEARCH SYMPOSIUM ON ADVANCEMENT OF CONSTRUCTION MANAGEMENT AND REAL ESTATE, VOLS 1 AND 2 | 2006年
关键词：
decision; risks; electrical project; portfolio;
D O I：
暂无
中图分类号：
TU [建筑科学];
学科分类号：
0813 ;
摘要：
The marketing reform of electric power industry makes power suppliers become the main body of the market, provides whom with various choices of investment projects. In the new market, in order to make much profit and reduce risk, it's necessary for power suppliers to invest construction projects and set reasonable investment amount in each project. This paper builds a multi-target mathematics model to solve the minimum risk and maximum revenue in the angle of portfolio. It also makes elementary discussion on portfolio strategy of power suppliers using Markowitz model in investment, that is keep the minimum risk and maximize the expected revenue of project investment, its conclusion can help power suppliers to work out investment proportions of different projects.
引用
收藏
页码：861 / 866
页数：6
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