西南石油大学学报(社会科学版) ›› 2010, Vol. 4 ›› Issue (8): 10-14.DOI: 10.3863/j.issn.1674-5094.2010.01.003

• 石油与天然气软科学 • 上一篇    下一篇

基于风险和收益权衡的勘探项目投资组合研究

殷爱贞 张孟   

  1. 中国石油大学经济管理学院，山东东营257061
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2010-01-20

A STUDY ON INVESTMENT PORTFOLIO IN OIL AND GAS PROSPECTING PROJECTS ON THE BASIS OF RISK AND PROFIT ASSESSMENT

YIN Ai-zhen ZHANG Meng   

  1. School of Economy and Management，China University of Petroleum，Dongying Shangdong 257061，China
  • Received:1900-01-01 Revised:1900-01-01 Online:2010-01-20

摘要： 针对石油资源的勘探难度逐年增加、勘探资金紧缺等瓶颈问题，分析了油气勘探项目投资组合现状，认为：油气勘探项目投资组合优化应在单项目评价的基础上，对投资组合进行风险评价。结合我国勘探管理现状及特点，用实例分析了选择年净现值作为单个勘探项目的收益指标，选择单个勘探项目的方差作为风险衡量指标，进而分三步建立油气勘探项目投资组合优化的多目标规划模型。对勘探项目进行投资组合优化，发挥有限勘探资金的最大效益等方面具有一定的借鉴意义。

关键词: 投资组合, 油气勘探项目, 多目标规划, 风险评价, 项目管理

Abstract: Investment portfolio optimization contributes to break through the choke point of oil and gas prospect brought about by the increasing difficulty and tightening funds.The authors hold that risk assessment should be made on investment portfolio on the basis of single project assessment.An example of multi objective programming model is analyzed in which present value of annuity is taken as income index of single prospect project and variance of single project as risk measurement index.

Key words: investment portfolio, oil and gas prospect project, multi objective programming, risk evaluation, project management

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