Research on decision method of electrical project investment considering risk

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.