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中文摘要：
企业家经常面临着来自商业投资中的不可分散的特定风险.将标准的实物期权方法推广到非完备的市场下,并且考虑企业家投资、消费/储蓄和投资组合选择等共同决策问题,允许代理人通过交易市场投资组合来部分对冲实物投资风险.在此背景下,首先介绍了金融市场上的最优投资组合和消费问题的研究现状.接着介绍了企业家投资、消费和对冲问题的研究进展,并给出了投资过程中允许通过交易风险资产对冲项目风险的模型.最后对所要研究模型分别给出了在通胀环境、Knight不确定和跳扩散等方面的拓展框架.
英文摘要：
Entrepreneurs often face undiversifiable idiosyncratic risks from their business investments.The standard real options approach is extended to an incomplete markets environment for analyzing the joint decisions of business investments,consumption/savings,and portfolio selection.And the agent can trade the market portfolio to partially hedge against investment risk.Under this context,the status quo of the study on the optimal portfolio and consumption problem was firstly introduced.And then the more detailed introduction was made about entrepreneurs＇ investment, consumption and hedge research progress, and a commercial investment model with a lump-sum investment payoff and partially hedge against investment risk was presented. Finally, the expansion of the framework of the model under inflation, Knightian uncertainty and jump diffusion environment was put forward.
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