摘要
分析了目前国内投资项目评价中的风险分析现状及存在的问题及CAPM模型和APT模型存在的缺陷与应用的局限性 ;提出了投资项目风险分析的具体方法———蒙特卡罗法 ;并结合国外最新研究成果 ,构造出一个风险分析模型———USPT模型 (混合定价模型 )。
A particular method of the venture analysis of investment project, namely Monte Carlo is proposed. A systematic study on the present situation and existing problem at home and abroad during the process of the evaluation of investment project was made. The defect and limitation of the application of the Capital Asset Pricing Mode(CAPM) and Arbitrage Pricing Theory(APT) is particularly analysed. According to the latest research achievement, the USPT model of venture analysis is structured.
