摘要
文章探讨了电网公司在市场环境下,如何将有限的资金在不同的电网建设项目分配上作出合理安排的问题。在对电网建设项目投资优化问题研究的基础上,基于层次分析法的设计思想,综合考虑多方面因素设立电网投资项目评价的指标体系,构建电网建设项目投资的综合评价模型,进一步在有资金约束条件下,引入投资组合理论,建立投资组合优化模型。在此基础上,进行算例研究,验证电网投资项目评价的指标体系和投资组合优化模型的合理性和可操作性。
The issue of grid companies on how to appropriately allocate the limited funds among different grid construction projects in market environment is discussed. Based on the research on the optimization of investment for grid construction projects with the Analytic Hierarchy Process （AHP） based design concept, the index system for evaluating grid investment projects was constructed, and the comprehensive evaluation model for grid construction project investment was also built. Based on the theory of modem investment portfolio, the optimal model of grid projects on investment portfolio is built. The correctness of model is improved by a numerical case.
出处
《改革与战略》
北大核心
2009年第5期61-63,116,共4页
Reformation & Strategy
关键词
层次分析法
投资组合理论
投资优化
analytic hierarchy process
investment portfolio
investment optimization
