Research on the Portfolio Optimization of oil and gas exploration

摘要：

The selection of oil and gas exploration need to take many factors into account, so the model building of portfolio optimization must be multipurpose. According to the characteristic of oil and gas exploration, this passage applies the NAV to measure the profit of portfolio and adopts the variance of the NAV to measure the risk of portfolio, and this passage applies multiattribute evaluation to evaluate the project index to measure the portfolio profit and risk. Then this passage builds the multi-objective model to optimize and study the portfolio of oil and gas exploration.

关键词： multi-objective programming portfolio optimization oil and gas exploration project NAV

作者: Guang-fu Liu Ai-Zhen Yin

作者单位: information and Control Engineering College China University of Petroleum Dongying City of Shandong Province , China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 26-30

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）