摘要
针对传统油气勘探项目投资评价极少考虑风险的现实,使用Markowitz提出的现代投资组合理论, 论述了油气勘探项目投资组合优化方法,得出了一定风险水平对应的最大收益或一定收益下的最小风险 水平,以提高勘探资金的利用效率。
Investment appraisal of conventional petroleum exploration projects seldom considers risk. In view of this fact, this paper discusses optimization methods of portfolios of petroleum exploration projects by using modem portfolio theory of Markowitz. The maximum revenue at a given risk level or the minimum risk level at a given revenue are calculated, so as to improve utilization efficiency of exploration funds.
出处
《河南石油》
CAS
2005年第2期87-89,i006,共4页
Henan Petroleum
关键词
勘探项目
投资组合
风险
优化
方法
exploration project, portfolio, risk, optimization, method
