Research on Investment Portfolio Optimization Strategy of Comprehensive Planning Management Project of Power Grid Corp under the New Electric Market Reform

摘要

The new electric market reform leads to the change of investment demand of power grid. In order to realize the precision investment of the power grid, we aims at maximizing the comprehensive benefit, and establishes an optimization model of the investment portfolio of the power grid comprehensive plan management project with the constraints of the total investment, the proportion of the investment distribution and the relation between the projects. Taking a certain area in Tianjin as an example, the optimized project portfolio is obtained, which can be used to guide the investment decision-making of power grid and realize sustainable development.