项目投资的风险分析与度量研究

Risk analysis and risk measurement method for project investment

通过对随机NPV的风险分析,研究了项目投资的风险及其度量问题,确定计算风险当量系数α和风险补偿率r的函数,在此基础上采用期望值和风险函数等数量指标,建立了长期项目投资的风险决策方法。

This paper studies the risk and risk measurement on the long project investment by analysis random NPV, and gives one kind of the method determining the risk function. On the basis of them, the author discusses , the risk decision method on project investment with the expectation NPV and the risk function.