Research On The New Energy Power Generation Enterprise Portfolio Optimization Model Construction

The face of ecological crisis, energy crisis, financial crisis, the development of new energy power generation companies a long way to go. At present, the new energy power generation enterprises received widespread attention and support of state and society. Not only does it have to shoulder the social responsibility of environmental protection and sustainable development also responsible for the enterprise market, diversified development trend brought about their own development of the task. China’s new energy power generation companies in the growth stage, a huge development potential and good prospects.New energy power generation enterprises are faced with many pressures and challenges from the enterprises themselves, society, market. New energy power generation characteristics of randomness and intermittent, and network and operating difficulties, making the enterprises to invest in high cost, awareness of user needs, market supervision system is still not perfect, so that enterprise productivity and profitability with the traditional energy also there is a gap, is also facing potential risks. The same time, enterprises are also faced with management problems, and new energy power generation companies do not have a scientific and rational decision-making methods and means, we only rely on higher authorities for approval, belong to the original investment, without regard to portfolio and risk management, as a whole did not form the competition, the lack of scientific, long-term planning. So, faced with the complex changes in the external environment, how to choose the investment strategy, how to weigh the benefits and risks of each investment to achieve a stable income to the greatest degree of risk-averse is a topic of great research value.In this paper, the above problem as the starting point, the scale of new energy power generation enterprises, market-oriented, diversified development as a precondition of social and business benefits of upgrading to the fundamental starting point in order to spread the risk, improve efficiency, enhance the core competitiveness of enterprises the purpose of the use of modern portfolio theory, combined with new energy power generation characteristics of enterprises, investment risk and return the balance of the main line, build a new energy power generation enterprises portfolio optimization model, to provide management support for scientific development, allows businesses to do the science and sustainable development in the process of diversification of investment.