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| 基于概率影响图的项目期权风险分析 | |
| 引用本文： | 王华,张海霞,许春风. 基于概率影响图的项目期权风险分析[J]. 沈阳工业大学学报(社会科学版), 2013, 6(2): 163-167. DOI: 10.7688/j.issn.1674-0823.2013.02.13 |
| 作者姓名： | 王华 张海霞 许春风 |
| 作者单位： | 沈阳工业大学 管理学院, 沈阳 110870; 泛华建设集团有限公司 基础设施发展部, 北京 100070 |
| 摘 要： | 投资项目期权评价方法的运用受到众多风险因素的影响。为评估各风险因素对项目期权评价方法准确性的影响程度并识别出关键风险因素,进而为风险控制提供依据,将这些风险因素概括为3大类14个风险指标,运用概率影响图的方法进行模型化简和概率推理,最终确定各风险因素的变动对项目期权评价的影响程度。这对于项目期权评价方法的完善和推广以及对投资项目价值的准确评估具有重要的理论和实践意义。 |
| 关 键 词： | 工程管理 项目投资 项目评价 概率影响图 期权评价 风险评估 风险指标 |
Risk analysis on project option based on probabilistic influence diagram |
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| WANG Hua,ZHANG Hai-xia,XU Chun-feng. Risk analysis on project option based on probabilistic influence diagram[J]. Journal of Shenyang University of Technology(Social Science Edition), 2013, 6(2): 163-167. DOI: 10.7688/j.issn.1674-0823.2013.02.13 | |
| Authors: | WANG Hua ZHANG Hai-xia XU Chun-feng |
| Affiliation: | School of Management, Shenyang University of Technology, Shenyang 110870, China; Department of Infrastructure Development, Pan-China Construction Group Co. Ltd., Beijing 100070, China |
| Abstract: | The application of option evaluation method of investment project is influenced by numerous risk factors. In order to evaluate the influence degree of each factor on the accuracy of option evaluation method of project and identify key risk factors, and to provide basis for risk control, the risk factors are summarized in three categories including 14 risk indicators. Probabilitic influence diagram method is applied through model simplifing and probability reasoning, and the influence degree of the change of each risk factor on option evaluation of project is identified at last. It is of great theoretical and practical significance to the perfection and promotion of option evaluation method of project and the accurate assessment of the value of investment project. |
| Keywords: | engineering management project investment project evaluation probabilistic influence diagram option evaluation risk evaluation risk indicator |
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