投资项目风险评估模型中随机约束的形式化

A. Dmitry, S. Nikita, V. Sergey, A. Svirina
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引用次数: 3

摘要

一般来说,投资决策是利用一套指标对投资者提出的备选方案进行评估。显然,到投资开始时,项目应该完成并有效,但寻找投资资源等困难会大大推迟投资阶段的开始,这将增加风险。因此,除了评估项目的传统财务指标外,重要的是要识别和评估由于投资环境的可变性而导致的延迟投资项目实施的实质性风险。该方法解决了不确定性和市场竞争条件下的投资项目选择问题,并为投资者提供了由于其及时实施的可能性而具有概率意义的优选项目信息。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Formalization of stochastic restrictions in risk assessment models of investment projects
Generally, investment decision is an evaluation of the proposed alternatives for the investor using a set of indicators. Evident, that to the start of the investment, the project should be finished and valid, however, search of investment resources and other difficulties can delay significantly start of the investment stage, which would increase risks. Therefore, it is important in addition to evaluating the traditional financial indicators of the project to identify and assess substantial risk of delayed investment project implementation, which is due to the variability of investment climate. The proposed method allows solving the task of investment projects selection under uncertainty and market competition and provides investors with information in probability sense about preferable projects because of the possibility of their timely implementation.
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