摘要
VaR风险管理技术是一种用来评估和计量金融市场风险的统计学模型和方法,用于测量在概率给定的情况下,金融资产投资组合在下一阶段的最多可能损失。运用VaR基本原理,尝试将VaR风险管理技术应用于建设工程投标风险评审。假设工程量清单计价模式反映的分项工程单价是符合正态分布的随机变量,构造出工程投标报价的投资组合,采用方差-协方差方法来度量工程项目投标报价VaR,为建设工程投标报价评价提供一种可行的风险分析工具。
The value- at- risk （VaR） model is a statistical model to estimate and control financial risk, and used to measure the most probable loss on the next deal stage of financial asset portfolio. Based on the principle of the value - at - risk, in this paper the value - at - risk is to he applied to the risk evaluation of construction project. Assuming the sub -project prices abide by the BQ model are random variable which conform to normal distribution, this paper has built up the portfolio of project according to biding and quoted price of construction project, and adopted the variance - covarlance method to measure the value- at- risk of the hiding and quoted price in order to provide a feasible risk analysis tool for the evaluation of construction project bidding.
出处
《重庆建筑大学学报》
EI
CSCD
北大核心
2006年第4期114-117,共4页
Journal of Chongqing Jianzhu University
关键词
VAR
工程项目投标报价
项目投资组合
方差-协方差方法
风险评审
value - at - risk
biding and quoted price of construction project
portfolio of project
variance - covarianee method
risk evaluation
