| 基于实物期权方法的投资机会成本分析 |
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| 引用本文： | 刘涛,岩芬.基于实物期权方法的投资机会成本分析[J].佳木斯大学学报,2005,23(4):635-637,622. |
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| 作者姓名： | 刘涛 岩芬 |
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| 作者单位： | 上海交通大学安泰管理学院,上海,200052;宁波工程学院国际交流学院,浙江,宁波,315010 |
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| 基金项目： | 高等学校博士点科研基金资助项目（20020248020） |
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| 摘 要： | 利用一个两阶段投资实例分析了从实物期权角度量化投资机会成本的净现值和期权方法,并证明了两种方法的一致性,阐明了实物期权是分析投资问题的一种思想,而不仅限于期权方法,利用这一思想分析投资机会成本将使投资决策更加科学、合理.
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| 关 键 词： | 投资 机会成本 不确定性 实物期权 |
| 文章编号： | 1008-1402（2005）04-0635-03 |
| 收稿时间： | 2005-07-21 |
| 修稿时间： | 2005-07-21 |
The Analysis about the Investment Opportunity Cost Based on Real Options Approach |
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| LIU Tao,YAN Fen.The Analysis about the Investment Opportunity Cost Based on Real Options Approach[J].Journal of Jiamusi University(Natural Science Edition),2005,23(4):635-637,622. |
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| Authors: | LIU Tao YAN Fen |
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| Institution: | 1.Antai School of Management,Shanghai Jiaotong University,Shanghai 200030,China;2.International Communion College,Ningbo University of Technology,Ningbo 315010,China |
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| Abstract: | This paper applies an investment example of two periods to analyze how to quantify the investment opportunity cost by the NPV theory and the options approach in the view of real options. It is proved that the results are consistent. It will be more scientific and reasonable if the real options approach is used to analyze the investment opportunity cost in the investment decision. |
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| Keywords: | investment opportunity cost uncertainty real option |
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