| 投资项目现金流序列的马氏模型及其净现值 |
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| 引用本文： | 侯荣华.投资项目现金流序列的马氏模型及其净现值[J].上海理工大学学报(社会科学版),1995(1). |
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| 作者姓名： | 侯荣华 |
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| 作者单位： | 上海海运学院管理学院 |
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| 摘 要： | 本文首先给出应用马尔可夫过程建立的投资项目现金流的模型及其特性，然后详细推导用该模型描述现金流的项目净现值的期望值和方差，所得结果可广泛应用于投资评估．
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| 关 键 词： | 现金流 投资项目评估 马氏模型 净现值 |
A Markov model for a project's cash flows and its net present value |
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| Hou Ronghua.A Markov model for a project's cash flows and its net present value[J].Journal of University of Shanghai For Science and Technilogy(Social Science),1995(1). |
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| Authors: | Hou Ronghua |
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| Abstract: | This paper introduces a model which applies the Markov process to describing cash flows generated by a project and its properties. Then the paper derives the mean and variance of the project's net present value. The results obtained can be widely used in investment evaluations. |
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| Keywords: | cash flow investment project evaluation Markov model net present value |
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