不确定性是市场的本质,分散投资于不同种类的资产可以降低投资整体的风险,并增加在长期投资中获得更多收益的可能性.基于矩近似方法,建立了单阶段R&D项目与有价证券的投资组合优化问题的情景生成模型,并通过一个实例来说明该模型的分析过程.研究成果为进一步研究单阶段R&D项目与有价证券的投资组合问题奠定了理论基础和决策支持. Uncertainty is the nature of the market, and diversifying into different types of assets can reduce the overall risk of the investment and increase the possibility of obtaining more profit in long-term investment. Based on the moment approximation method, a single-stage R & D project is established with the price Securities investment portfolio optimization problem scenario generation model, and an example to illustrate the model analysis process.The results of the study laid the theoretical foundation and decision-making support for further research on the single-stage R & D project and portfolio investment portfolio.