中文摘要：

在从人的有限理性角度，研究提出一种项目投资组合决策的实物期权方法．利用相对财富和习惯形成效用函数描述了决策者的有限理性行为，以均值-熵度量项目投资组合的风险，提出了一种两心理账户行为证券组合模型；将其引入Geske复合期权范畴中，研究建立了具有行为金融属性的复合实物期权定价模型；模拟结果表明该模型能够反映决策者心理因素的潜在影响．

英文摘要：

From hominine bounded rational, it＇ s studied for a real option method of portfolio declslon-makings. With relative wealth and habit formation utility functions, it＇ s described bounded rational behaviors of portfolio decision-makers. Measuring risks by the mean-entropy, a behavioral portfolio model with tow mental accounts is proposed. So, the behavioral pricing model is formed in the Geske＇ s compound option paradigm. Results of simulation show that it＇ s reflected potential influences of decision-makers＇ psychology.