基于Γ分布的项目投资风险收益理论模型  

The Project's Investment Risk Return Theory Model Based on Γ Distribution

作　　者：薛会琴[1] 马国顺[1] 

机构地区：[1]西北师范大学数学与信息科学学院,甘肃兰州730070

出　　处：《长春师范学院学报（自然科学版）》2007年第3期14-16,共3页Journal of Changchun Teachers College

摘　　要：项目投资经济效果评价指标的风险分析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。在投资决策时要考虑的问题便是投资收益或投资收益率。采用最优化的原理与方法,从理论上建立了基于Γ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。对提高项目投资的可靠性及风险分析理论的发展具有重要的意义。Risk analysis of measures of a project＇s investment economic effect refers to how to acquire the probability distribution of measures according to those of the influencing factors. When we are making investment decisions, the first problem needs considering is about return on investment or return on investment ratios. Using the theory and methodology of optimization, this article has constructed two theoretical models of investment risk -retum analysis based on Г distribution and then proved that each of them had a singular maximum. This will have great significance in improving the economic reliability of project＇s investment and developing the risk analysis theory as well.

关 键 词：Г分布 项目投资 风险收益 经济效果 风险分析 

分 类 号：O211[理学—概率论与数理统计]