A proposal for modeling real options through fuzzy expert system

This paper presents a proposal for evaluating real options. The existing models are not widely used by corporate managers as they are formally complex, rather difficult to understand and rest on strong implicit assumptions. We propose a possible alternative by using a fuzzy expert system that takes into consideration both quantitative variables and qualitative variables, aggregating them through a simple modular approach.

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Year of publication:	2009-09-20
Authors:	Mastroleo, G. ; Facchinetti, G. ; Magni, Carlo Alberto
Institutions:	MASTER CONSULTORES
Subject:	Fuzzy expert systems \| investments \| real options \| quantitativa and qualitative variables

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Series:	PROYECCIONES FINANCIERAS Y VALORACION.
Type of publication:	Book / Working Paper
Notes:	4 pages long
Classification:	G11 - Portfolio Choice
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010763022