摘要
对投资项目(或方案)进行经济评价,是投资决策中必不可少的重要环节。针对项目投资组合问题,基于现值指数法,建立新的多项目投资组合风险、收益综合评价指标,并运用该指标,建立多投资项目(或方案)组合模型,研究在资源受限的情况下,对项目组合进行风险评价及择优的方法,在此基础上结合遗传算法对模型进行求解。最后,数值算例说明了模型的应用与算法的可行性。
Economic evaluation on investment projects is a necessary step in investment decision. Aiming at the problem of project portfolio, we establish a new and efficent evaluation index of investment project combinations, which is based on present value index, to evaluate the risk and benefit. Then we use this index to set up a portfolio optimization model to study the method of evaluating risk and selecting better projects when resource is constrained. We use genetic algorithm to solve the model. Finally, a numerical example is set up to show the model application and the feasibility of the algorithm.
出处
《科技管理研究》
北大核心
2011年第4期193-196,共4页
Science and Technology Management Research
关键词
多项目投资
投资组合优化模型
项目择优
遗传算法
multi -project portfolio investment
portfolio optimization model
project selection
genetic algorithm
