| 基于延迟实物期权的矿业投资决策模型 |
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| 引用本文： | 李松青,刘异玲.基于延迟实物期权的矿业投资决策模型[J].系统工程,2008,26(3):124-126. |
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| 作者姓名： | 李松青 刘异玲 |
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| 作者单位： | 1. 中南大学,商学院,湖南,长沙,410083
2. 湖南大学,工商管理学院,湖南,长沙,410082 |
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| 摘 要： | 矿业投资受到许多不确定性因素的影响,这些不确定因素给矿业投资带来投资机会的价值,传统的净现值(NPV)法对矿业投资的评价未考虑这些不确定因素的影响.应用实物期权理论与方法,构建基于延迟实物期权的矿业投资决策模型,并运用算例说明了模型的有效性,为矿业投资决策提供了新的思路和决策方法.
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| 关 键 词： | 延迟实物期权 矿业投资 决策模型 延迟 实物期权理论 矿业投资决策 决策模型 Real Option Delayed Based Model Investment 决策方法 有效性 算例 运用 应用 评价 净现值 价值 投资机会 不确定性因素 影响 |
| 文章编号： | 1001-4098(2008)03-0124-03 |
| 修稿时间： | 2008年1月11日 |
Mining Investment Decision-making Model Based on Delayed Real Option |
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| LI Song-qing,LIU Yi-ling.Mining Investment Decision-making Model Based on Delayed Real Option[J].Systems Engineering,2008,26(3):124-126. |
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| Authors: | LI Song-qing LIU Yi-ling |
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| Institution: | LI Song-qing1,LIU Yi-ling2(1.School of Business,Central South University,Changsha 410083,China,2.College of Business Administration,Hunan University,Changsha 410082,China) |
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| Abstract: | Mining investment is influenced with many uncertainties.The uncertainties provide the investment opportunity for mining investments.But traditional mining projects evaluation method,NPV,cannot involve this uncertainty.By means of Option Pricing Theory,it builds a mining investment decision-making model based on delayed real option and tests the reliability of this model through case study,and provides a helpful approach and quantitative tools for mining investment. |
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| Keywords: | Delayed Real Option Mining Investment Decision-making Model |
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