基于二维正态分布的项目投资风险收益理论模型

Project Investment Risk Return Theory Model Based on Two-dimension Normal Distribution

针对项目投资决策中,决策者面对的经济效果评价指标可能不止一个的情况,采用数学校对的方法对投资决策中经济效果评价指标进行研究.分析指标的风险收益函数和最低风险收益函数的特性,结果表明,这2个函数相互独立,并且服从二维正态分布.

The evaluation targets of the economic effect are diversified. In project investment decision making, the evaluation targets of the economic effect which decision-maker must face may be more than one. In this situation, the method of mathematic check is adopted to study the evaluation targets of the economic effect in investment decision making. The characteristics of risk return function and lowest risk return function are analyzed and the results show that the two functions are independent and obey two-dimension norreal distribution.