大型投资项目风险分析与决策
发布时间：2018-07-21 16:08
【摘要】： 目前，关于投资项目经济分析和风险分析及决策的研究成果很多，但是大多数都是针对一些具体项目进行的，还没有形成公认的系统化的评价体系和应用模型，特别是风险分析中的实际应用模型等方面还应进一步研究。本论文在结合项目的同时，在建立系统的风险分析及决策一般化模型方面做出一些尝试，使其达到能实际应用的程度。并且，本论文根据管理信息系统研究方向的特点，着重加强系统软件的开发工作。 在本论文中，首先介绍了敏感性分析，同时结合实际项目，对敏感性分析的优缺点进行了探讨。风险分析是本论文的重点，在对风险因素进行辨识和估计后，共提出三种方法，即离散状态组合法、统计解析法和蒙特卡洛法。在论文中，对这三种方法进行了详细介绍，并根据管理信息系统研究方向的特点，为统计解析法和蒙特卡洛法中的算法建立相关模型，为编写计算机程序提供了基础。在进行风险分析同时本论文还提出决策的方法，根据对风险的认识，介绍对风险衡量的方法和理论，最终可以得出相应的决策。 建立理论模型后，，本论文还编写了计算机程序。通过对项目的应用，证明本软件的分析结果符合项目的要求，具有一定应用价值。
[Abstract]:At present, there are a lot of research achievements on economic analysis and risk analysis and decision making of investment projects, but most of them are carried out for specific projects, and there is no accepted systematic evaluation system and application model. Especially the practical application model in risk analysis should be further studied. At the same time, this paper makes some attempts in establishing the risk analysis and decision generalization model of the system, so that it can be applied in practice. In addition, according to the characteristics of management information system research direction, this paper emphasizes on the development of system software. In this paper, sensitivity analysis is introduced, and the advantages and disadvantages of sensitivity analysis are discussed. Risk analysis is the focus of this paper. After the identification and estimation of risk factors, three methods, i.e. discrete state combination method, statistical analysis method and Monte Carlo method, are proposed. In this paper, the three methods are introduced in detail, and according to the characteristics of the research direction of management information system, the relevant models are established for the algorithms in the statistical analysis method and Monte Carlo method, and the basis for compiling computer programs is provided. At the same time, the paper also puts forward the method of decision making. According to the understanding of risk, the paper introduces the method and theory of risk measurement, and finally comes to the corresponding decision. After establishing the theoretical model, the computer program is also written in this paper. Through the application of the project, it is proved that the analysis results of this software accord with the requirements of the project and have certain application value.
【学位授予单位】：华北电力大学（北京）
【学位级别】：硕士
【学位授予年份】：2003
【分类号】：F062.4
本文编号：2136060
[Abstract]:At present, there are a lot of research achievements on economic analysis and risk analysis and decision making of investment projects, but most of them are carried out for specific projects, and there is no accepted systematic evaluation system and application model. Especially the practical application model in risk analysis should be further studied. At the same time, this paper makes some attempts in establishing the risk analysis and decision generalization model of the system, so that it can be applied in practice. In addition, according to the characteristics of management information system research direction, this paper emphasizes on the development of system software. In this paper, sensitivity analysis is introduced, and the advantages and disadvantages of sensitivity analysis are discussed. Risk analysis is the focus of this paper. After the identification and estimation of risk factors, three methods, i.e. discrete state combination method, statistical analysis method and Monte Carlo method, are proposed. In this paper, the three methods are introduced in detail, and according to the characteristics of the research direction of management information system, the relevant models are established for the algorithms in the statistical analysis method and Monte Carlo method, and the basis for compiling computer programs is provided. At the same time, the paper also puts forward the method of decision making. According to the understanding of risk, the paper introduces the method and theory of risk measurement, and finally comes to the corresponding decision. After establishing the theoretical model, the computer program is also written in this paper. Through the application of the project, it is proved that the analysis results of this software accord with the requirements of the project and have certain application value.
【学位授予单位】：华北电力大学（北京）
【学位级别】：硕士
【学位授予年份】：2003
【分类号】：F062.4
【引证文献】
相关硕士学位论文 前8条
1 李朝军;政府公共投资建设项目风险预警机制研究[D];重庆大学;2006年
2 史晓姗;基于Copula和Monte-Carlo方法的风力发电项目投资风险分析研究[D];中国地质大学（北京）;2007年
3 马原;蒙特卡洛法在风险投资退出决策中的应用[D];北京交通大学;2007年
4 董惠君;工程建设项目财务可行性分析及案例研究[D];华北电力大学（河北）;2008年
5 杜滨;石油开发项目经济评价方法研究[D];北京交通大学;2008年
6 曹玲;中国集成电路芯片项目投资风险分析[D];西安建筑科技大学;2008年
7 吴和平;不确定性条件下的矿业投资风险分析与模拟[D];中南大学;2008年
8 田在富;SG公司焦煤投资项目综合评价研究[D];华南理工大学;2012年
本文编号：2136060
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