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Guerra, Maria Letizia; Magni, Carlo Alberto; Stefanini, … - 2021

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...

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

Market application of the fuzzy-stochastic approach in the Heston option pricing model

Figà-Talamanca, Gianna; Guerra, Maria Letizia; … - In: Finance a úvěr 62 (2012) 2, pp. 162-179

Persistent link: https://www.econbiz.de/10009740500

Fuzzy uncertainty in the Heston stochastic volatility model

Figà-Talamanca, Gianna; Guerra, Maria Letizia; … - In: Fuzzy economic review : the review of the International … 16 (2011) 2, pp. 3-19

Persistent link: https://www.econbiz.de/10009549507

Towards a coherent volatility pricing model: an empirical comparison

Figà-Talamanca, Gianna; Guerra, Maria Letizia - In: Financial modelling : with 74 tables : [a selection of …, (pp. 159-169). 2000

Persistent link: https://www.econbiz.de/10001484973

Large-scale economic and financial applications : new tools and methodologies

Bertocchi, Marida (contributor); … - 1991

Persistent link: https://www.econbiz.de/10000853102

Modelling excess profit

Magni, Carlo Alberto - In: Economic modelling 21 (2004) 3, pp. 595-617

Persistent link: https://www.econbiz.de/10002028624

Average internal rate of return and investment decisions : a new perspective

Magni, Carlo Alberto - In: The engineering economist : a journal devoted to the … 55 (2010) 2, pp. 150-180

Persistent link: https://www.econbiz.de/10003990982

Generalized Makeham's formula and economic profitability

Magni, Carlo Alberto - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 747-756

Persistent link: https://www.econbiz.de/10010227887

The internal rate of return approach and the AIRR paradigm : a refutation and a corroboration

Magni, Carlo Alberto - In: The engineering economist : a journal devoted to the … 58 (2013) 2, pp. 73-111

Persistent link: https://www.econbiz.de/10009777305

Project valuation and investment decisions : CAPM versus arbitrage

Magni, Carlo Alberto - In: Applied financial economics letters 3 (2007) 2, pp. 137-140

Persistent link: https://www.econbiz.de/10003540316