摘要
阐述了现代投资组合优化理论,对电网建设项目的投资组合优化问题进行研究。以一定风险承受能力范围内的项目投资组合收益最大化为目标,综合考虑资金、人力物力等资源和项目不可分等约束,构建了电网建设项目投资组合优化模型,提出包括资金、风险等在内的约束条件,通过算例分析,验证了模型及其解法的实用性和计算结果的准确性。
Based on the modern portfolio theory, the issue of portfolio optimization for grid projects is studied. With comprehensive considerations of capital, labor force, and material resource, the optimal model of grid project portfolio was constructed which takes achieving the maximum profits based on an acceptable risk as its target. The model is proved correct through calculation examples.
出处
《华东电力》
北大核心
2008年第10期5-8,共4页
East China Electric Power
基金
国家自然科学基金项目(70671041
70771039)
关键词
电网规划
投资组合
投资收益
模型
grid planning
investment portfolio
investment profit
model
