| 基于风险和收益权衡的勘探项目投资组合研究 |
| |
| 引用本文： | 殷爱贞,张孟.基于风险和收益权衡的勘探项目投资组合研究[J].西南石油大学学报（社会科学版）,2010,4(8):10-14. |
| |
| 作者姓名： | 殷爱贞 张孟 |
| |
| 作者单位： | 中国石油大学经济管理学院，山东东营257061 |
| |
| 摘 要： | 针对石油资源的勘探难度逐年增加、勘探资金紧缺等瓶颈问题，分析了油气勘探项目投资组合现状，认为：油气勘探项目投资组合优化应在单项目评价的基础上，对投资组合进行风险评价。结合我国勘探管理现状及特点，用实例分析了选择年净现值作为单个勘探项目的收益指标，选择单个勘探项目的方差作为风险衡量指标，进而分三步建立油气勘探项目投资组合优化的多目标规划模型。对勘探项目进行投资组合优化，发挥有限勘探资金的最大效益等方面具有一定的借鉴意义。
|
| 关 键 词： | 投资组合 油气勘探项目 多目标规划 风险评价 项目管理 |
A STUDY ON INVESTMENT PORTFOLIO IN OIL AND GAS PROSPECTING PROJECTS ON THE BASIS OF RISK AND PROFIT ASSESSMENT |
| |
| YIN Ai-zhen ZHANG Meng.A STUDY ON INVESTMENT PORTFOLIO IN OIL AND GAS PROSPECTING PROJECTS ON THE BASIS OF RISK AND PROFIT ASSESSMENT[J].Journal of Southwest Petroleum University(Social Sciences Edition),2010,4(8):10-14. |
| |
| Authors: | YIN Ai-zhen ZHANG Meng |
| |
| Institution: | School of Economy and Management，China University of Petroleum，Dongying Shangdong 257061，China |
| |
| Abstract: | Investment portfolio optimization contributes to break through the choke point of oil and gas prospect brought about by the increasing difficulty and tightening funds.The authors hold that risk assessment should be made on investment portfolio on the basis of single project assessment.An example of multi objective programming model is analyzed in which present value of annuity is taken as income index of single prospect project and variance of single project as risk measurement index. |
| |
| Keywords: | investment portfolio oil and gas prospect project multi objective programming risk evaluation project management |
|
| 点击此处可从《西南石油大学学报（社会科学版）》浏览原始摘要信息 |
| 点击此处可从《西南石油大学学报（社会科学版）》下载免费的PDF全文 |
