基于EVA的房地产投资风险稳定性分析

来源 :武汉理工大学学报 | 被引量 : 0次 | 上传用户:rette
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以投资净现值的波动来衡量投资风险,而投资净现值的波动又受到年度经济附加值变化的影响,则由年度附加经济值的稳定性间接地分析房地产投资风险的稳定性.首先比较分析了基于资本资产定价模型(CAMP)的房地产投资净现值与基于附加经济价值(或财富创造能力, EVA)的房地产投资净现值;然后通过基于EVA的房地产投资净现值的期望和方差来分析年度EVA的变化对投资净现值的影响;最后利用神经网络系统来描述EVA,(CI-CO)i和Ci的相互作用变化和运动轨迹,确实能够反映出EVA的稳定性从而间接反映投资风险的波动和可控性.
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