基于投资组合理论的企业多项目投资管理研究

Research of the Multi-project Investment Enterprise Management Based on the Portfolio Theory

投资行为所具有的风险和收益密切相关的特点,使投资者必须努力寻求低风险和高收益的投资策略。而投资组合则能够为企业进行分散风险和扩张经营提供强有力的保证。本文使用现代投资组合理论,为企业的多项目投资组合建立优化模型,从定量的角度说明在企业多项目投资管理中运用投资组合的合理性和有效性。

As the investment behavior is closely related with the risk and return characteristics, the investors have to seek the strategy which makes the investments in low-risk and high return. The existence of the portfolio provides a favorable guarantee for the company risk diversification, business expansion and strategic needs. The paper based on the different investment objectives of the enterprises using the modern portfolio theory, establish multi-project portfolio optimization model for the enterprises and show the validity and practicability of using the investment portfolio in muhi-projeet t from the ouantitative ooint of view