基于净现值的离散型多项目多期投资优化模型  

Optimization of Discrete Multi-term and Multi-project Investment Combination Model Based on Net Present Value

作　　者：徐斌[1] 方卫国[1] 刘鲁[1] 

机构地区：[1]北京航空航天大学经济管理学院

出　　处：《数学的实践与认识》2007年第22期6-12,共7页Mathematics in Practice and Theory

摘　　要：关于资本结构优化模型的讨论已经有了很好的结论,即基于项目组合的净现值最大化,对于多项目单期优化模型已经有了比较满意的结论.在已有结论的基础上研究了离散型多项目多期投资组合优化模型的一般形式,首先针对离散型多项目分期持续期相等的投资组合提出了一般优化模型,然后讨论离散型多项目分期持续期不全相等的投资组合优化模型,最后讨论了引进组合风险的投资组合优化模型。There is a best conclusion about the optimization of investment combination model based on capital structure and its conclusion is the maximization of net present value of the investment combination model. Based on the above conclusion, there is a comfortable conclusion on multi-project and single-term. In this paper, the general optimization of discrete multi-term and multi-project investment combination model on capital structure is to be discussed. Firstly, we give the general investment combination model of multi-project and muiti-term which the term is the same. Secondly what the term is not the same is discussed. Based on the conclusion above, we discussed the general investment combination model when the combination risk is thought over.

关 键 词：资本结构 多项目多期投资组合 投资组合优化模型 离散型 

分 类 号：O224[理学—运筹学与控制论]