Average Rate of Return With Uncertainty

In this paper we introduce uncertainty in the investment appraisal, managed through a new criterion called Average Internal Rate of Return (AIRR), introduced in Magni (2010). The consistency of the arithmetic of variables represented with intervals or fuzzy numbers makes it possible to apply the extension principle whereby a rigorous analysis of the investment decisions under uncertainty is accomplished

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Year of publication:	[2021]
Authors:	Guerra, Maria Letizia ; Magni, Carlo Alberto ; Stefanini, Luciano
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Risiko \| Risk \| Kapitaleinkommen \| Capital income

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Extent:	1 Online-Ressource (10 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: In Greco S. Bouchon-Meunier B, Coletti G, Fedrizzi M, Matarazzo B, Yager RR (Eds). Advances in Computational Intelligence, 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2012), Catania, July 9-13 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2021 erstellt
Classification:	C02 - Mathematical Methods ; C44 - Statistical Decision Theory; Operations Research ; G31 - Capital Budgeting; Investment Policy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013238021