运用实物期权方法分析半导体产业的投资决策  

To Analyse Investment Policy of Semiconductor Industry by Using Real Option Theory

作　　者：温晓芳[1] 

机构地区：[1]对外经济贸易大学国际经贸学院

出　　处：《统计研究》2004年第11期52-54,共3页Statistical Research

摘　　要：The paper analyses the historical data of semiconductor industry of China, estab lishes the model of policy decision by using real option theory, choose the opti mal time to invest by applying the model,and further analyses the effects of the model.The paper analyses the historical data of semiconductor industry of China, estab lishes the model of policy decision by using real option theory, choose the opti mal time to invest by applying the model,and further analyses the effects of the model.

关 键 词：半导体产业 投资决策 实物期权 无风险利率 预期回报率 投资组合 

分 类 号：F407.63[经济管理—产业经济] F403.5