基于Weibull分布的项目投资风险收益理论模型

The Theory Model for Risk Return of a Project Investment Based on Weibull Distribution

项目投资经济效果评价指标的风险分析是指如何依据各影响因素的概率分布来推求经济效果评价指标的概率分布.在投资决策时要考虑的问题便是投资收益或投资收益率.本文采用最优化的原理与方法,从理论上建立了基于Weibull分布的项目投资风险收益理论模型并证明它们有唯一最大值.这对提高项目投资的可靠性及风险分析理论的发展具有重要意义.

Risk analysis of measures of a project investment＇ s economic effect refers to how to acquire the probability distribution of measures according to those of the influencing factors. When we make investment decisions, the first problem needs to be considered is about the return of investment or return of investment ratios. Using the theory and methodology of optimization, this article has constructed two theoretical models of investment risk - return analysis based on Weibull distribution and then proved that each of them had a singular maximum. This will have great significance in improving the economic reliabihty of project＇ investment and developing the risk analysis theory as well.