| 风险项目投资决策与实物期权估价方法 |
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| 引用本文： | 赵秀云,李敏强,寇纪淞. 风险项目投资决策与实物期权估价方法[J]. 系统工程学报, 2000, 15(3): 243-246 |
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| 作者姓名： | 赵秀云 李敏强 寇纪淞 |
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| 作者单位： | 1. 天津财经学院,天津,300222
2. 天津大学管理学院,天津,300072 |
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| 摘 要： | 讨论了实物期权的存在对风险项目投资决策的影响，分析传统的净现值方法与期权方法的联系，提出基于期权定价方法的改进净现值模型，并通过一个扩大投资问题研究了成长期权的价值。
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| 关 键 词： | 风险项目 投资机会 实物期权 期权价值 投资决策 |
| 修稿时间： | 1999-04-06 |
Investment decision on risky project and real option pricing method |
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| ZHAO Xiu-yun,LI Min-qiang,KOU Ji-song. Investment decision on risky project and real option pricing method[J]. Journal of Systems Engineering, 2000, 15(3): 243-246 |
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| Authors: | ZHAO Xiu-yun LI Min-qiang KOU Ji-song |
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| Abstract: | In this paper, the effect on decision making on risky project was discussed. The relationship between traditional net present value method(NPV)and option pricing theory was analyzed .A revised NPV model based on option pricing method was put forward and the growth options value was studied by giving an example of expanding investment decision. |
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| Keywords: | risky project investment opportunity real option NPV option value |
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