Warianty tytułu
Języki publikacji
Abstrakty
In this paper it is shown how to assess the degree of influence of various factors on the value of the project (NPV). The assessment is based on grouping and ranking of cash flows linked to various factors. The formulas are generated both for crisp and fuzzy net present value analysis. The projects are then evaluated on the basis of at least two criteria: the NPV and the risk (positive or negative) linked to the factors which have most influence on the project's NPV whose change may change the NPV considerably. In applications, fuzzy present values of different factors are calculated and compared for two different cases. Keywords (original abstract)
Rocznik
Tom
Strony
210--228
Opis fizyczny
Twórcy
autor
- Istanbul Technical University, Macka, Istambul
autor
- Politechnika Wrocławska
Bibliografia
- Chen S.J., Hwang C.L., Hwang F.P. (1992), Fuzzy Multiple Attribute Decision Making: Methods and Applications, Springer-Verlag, Berlin.
- Chio C.Y, Park C.S., (1994), Fuzzy Cash Flow Analysis Using Present Worth Criterion, "The Engineering Economist", No. 39 (2).
- Dubois D., Prade H. (1978), Operations on Fuzzy Numbers, "International Journal of Systems Science", No. 9.
- Kahraman C., Tolga A.C. (2009), An Alternative Ranking Approach and its usage in Multi-criteria Decision-making, "International Journal of Computational Intelligence Systems", No. 2(3).
- Kuchta D. (2000), Fuzzy Capital Budgeting, "Fuzzy Sets and Systems", No. 111.
- Ross T.J. (1995), Fuzzy Logic With Engineering Applications, Mc-Graw Hill, USA.
- Sorenson G.E., Lavelle J.P. (2008), A Comparison of Fuzzy Set and Probabilistic Paradigms for Ranking Vague Economic Investment Information Using a Present Worth Criterion, "The Engineering Economist", No. 53 (1).
- Zadeh L.A. (1965): Fuzzy Sets, "Information and Control", No. 8.
- Zhang W.-G., Qin M., Lu Q., Xiao W.-I., (2011), Evaluating Methods of Investment Project and Optimizing Models of Portfolio Selection in Fuzzy Uncertainty, "Computers & Industrial Engineering", No. 61, 3.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171231351