| 基于实物期权的水利工程投资柔性决策研究 |
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| 引用本文： | 张婕,王慧敏,王济干.基于实物期权的水利工程投资柔性决策研究[J].水利经济,2007,25(1):5-7. |
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| 作者姓名： | 张婕 王慧敏 王济干 |
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| 作者单位： | 1. 河海大学水文水资源与水利工程科学国家重点实验室,江苏,南京,210098
2. 河海大学商学院,江苏,南京,210098 |
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| 摘 要： | 针对水利工程投资的风险性、不确定性等特点，应用实物期权的理论与方法，研究不确定条件下的水利工程投资决策中的项目柔性问题。以大型输水工程为例，建立基于实物期权的输水工程投资的柔性决策模型，并通过数值结果综合分析各个不确定条件因素对项目柔性以及投资决策的影响，为水利工程投资方案的决策提供了一个新思路和方法。
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| 关 键 词： | 实物期权 水利工程投资 柔性 决策 |
| 文章编号： | 1003-9511（2007）01-0005-03 |
| 收稿时间： | 2006-08-24 |
| 修稿时间： | 2006年8月24日 |
Researches on flexible decision-making of investment into water resources projects based on real option |
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| ZHANG Jie,et al.Researches on flexible decision-making of investment into water resources projects based on real option[J].Journal of Economics of Water Resources,2007,25(1):5-7. |
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| Authors: | ZHANG Jie |
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| Abstract: | With regard to the characteristics of investment into water resources projects,the theory and method of real option are employed to study flexible problems in decision-making of investment into water resources projects under the condition of uncertainty.Take a large water transfer project as an example,the flexible decision-making model based on real option is established.Effect of various uncertain factors on the flexibility of projects and their decision-making are analyzed by use of numerical analysis.A new method is thus provided. |
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| Keywords: | real option investment into water resources project flexibility decision-making |
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