Evaluation of investment projects under uncertainty: multi-criteria approach using interval data

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An evaluation of overseas oil investment projects under uncertainty using a real options based simulation model

This paper applies real options theory to establish an overseas oil investment evaluation model that is based on Monte Carlo simulation and is solved by the Least Squares Monte-Carlo method. To better reflect the reality of overseas oil investment, our model has incorporated not only the uncertainties of oil price and investment cost but also the uncertainties of exchange rate and investment en...

متن کامل

Investment Under Uncertainty in Information Technology: Acquisition and Development Projects

In this paper, we develop two models for the valuation of information technology (IT) investment projects using the real options approach. The IT investment projects discussed in this paper are categorized into development and acquisition projects, depending upon the time it takes to start benefiting from the IT asset once the decision to invest has been taken. The models account for uncertaint...

متن کامل

Multi-criteria Optimal Structural Design under Uncertainty

A general framework for multi-criteria optimal design is presented which is well suited for performancebased design of structural systems operating in an uncertain dynamic environment. A decision theoretic approach is used which is based on aggregation of preference functions for the multiple, possibly con#icting, design criteria. This allows the designer to trade o! these criteria in a control...

متن کامل

Dynamically consistent investment under model uncertainty: the robust forward criteria

We combine forward investment performance processes and ambiguity averse portfolio selection. We introduce robust forward criteria which address the ambiguity in specification of the model, the risk preferences and the investment horizon. They encode the evolution of dynamically consistent ambiguity averse preferences. We first focus on establishing dual characterizations of the robust forward ...

متن کامل

Time–consistent investment under model uncertainty: the robust forward criteria

We combine forward investment performance processes and ambiguity averse portfolio selection. We introduce the notion of robust forward criteria which addresses the issues of ambiguity in model specification as well as in preferences and investment horizon specification. It describes the evolution of dynamically–consistent ambiguity averse preferences. We first focus on establishing dual charac...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Entrepreneurship and Sustainability Issues

سال: 2018

ISSN: 2345-0282

DOI: 10.9770/jesi.2018.5.4(15)