基于Telser安全优先模型的项目投资组合研究

Research of Projects Invest Portfolio on the Base of Telser's Safety-first Model

安全性和效益性是项目投资的两项重要原则,Telser安全优先模型兼顾了这两方面。结合我国项目管理的实践,建立了项目投资组合的安全优先模型并对模型解的情况进行深入探讨。预先设定的底限收益水平和项目组合小于底限水平的概率是项目投资组合管理的关键参数,通过Telser安全优先模型可以求解出同时实现安全和效益目标的项目投资组合。

Safety and profit are two important principles in project invest management. Telser＇ s safety -first model takes consideration of the two aspects. Combined with the practice of project management, a Telser＇ s safety - first model of investment portfolio and its solution are deeply discussed. Given subsistence level and shortfall probability, we can get some feasible sets and the best project portfolio.