新疆石油地质

新疆石油地质 ›› 2008, Vol. 29 ›› Issue (1): 82-84.

• 油藏工程 • 上一篇    下一篇

采油厂投资组合优化决策模型

王永兰, 孙雷, 孙良田, 李俊   

  1. 西南石油大学油气藏地质及开发工程国家重点实验室, 成都610500
  • 收稿日期:2007-02-27 发布日期:2020-08-10
  • 作者简介:王永兰(1975-), 女, 四川自贡人, 在读博士研究生, 油气田开发,(Tel) 13350074760(E-mail) wangyonglan@126.com.

A Portfolio Decision-Making Optimization Model for Oil Production Plant

WANG Yong-lan, SUN Lei, SUN Liang-tian, LI Jun   

  1. State Key Laboratory of Oil/Gas Reservoir Geology and Exploitation, Southwest Petroleum University, Chengdu, Sichuan 610500, China
  • Received:2007-02-27 Published:2020-08-10

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摘要： 简要概述了现代投资组合理论及其数学模型; 修正了采油厂投资组合模型的收益和风险函数, 以净现值代替收益率作为收益函数的度量, 以绝对偏差代替方差作为风险函数的度量; 结合采油厂投资管理特点及约束要求, 建立了均值-半绝对偏差投资组合优化模型。将建立的投资组合优化模型应用于一个具体的投资实例中, 并将其与传统投资选择方法的结果相比较, 证明了该模型在实际应用中的有效性和先进性。

关键词: 投资, 组合, 优化, 模型, 采油厂

Abstract: This paper presents the modern portfolio theory and related math model, modifies the benefit and risk function from oil production plant portfolio model: the net present value instead of yield rate is as the measurement of yield function; the absolute deviation instead of variance is as the measurement of risk function. Based on the feature and requirement of oil production plant investment and management, the optimized portfolio model with mean semi-absolute deviation is developed and applied to a case study. Compared with traditional investment option methods, this model is proved to be more effective and feasible for application.

Key words: investment, portfolio, optimization, model, oil production plant

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