摘要
针对传统安全投资决策方法的缺陷,将实物期权理论引入到供电企业安全投资决策中,构建了实物期权理论的供电企业安全投资决策框架,并建立了基于二叉树模型的供电企业安全投资决策模型。实例验证了模型的有效性,为供电企业安全投资提供了新的思路。
Aiming at the shortcomings of traditional safety investment decision-making method, real options theory is introduced to safety investment decision making of power supply enterprise and build a framework of safety investment decision-making of power supply enterprises. And then safety investment decision-making model of power supply enter- prise is established based on the binary tree model. Finally, the effectiveness of the model is verified by practical example. Thus, it provides a new way for safety investment of power supply enterprises.
出处
《水电能源科学》
北大核心
2013年第8期224-226,共3页
Water Resources and Power
关键词
实物期权理论
安全投资决策
二叉树模型
延迟期权
real options theory
safety investment decision-making
binary tree model
delay option
