基于F-分布的项目投资风险分析收益理论模型

The Project's Investment Risk Return Theory Model on F-Distribution

项目投资经济效果评价指标的风险指的是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.本文采用最优化原理与方法,从理论上建立了基于F-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,这对提高项目投资经济的可靠性及风险分析理论的发展具有重要意义.

Risk analysis of a project investment＇ s economic effect refers to how to acquire the probability distribution of measures according to those of the influencing factors. Using the theory and methodology of optimization, this paper has constructed two theoretical models of investment risk - return analysis based on F - distribution and then proved that each of them had a singular improving the economic reliability of project＇ investment and maximum. This will have great significance in developing the ,risk analysis theory as well.