Average Rate of Return with Uncertainty

DOI10.1007/978-3-642-31724-8_8MaRDI QIDQ3143636zbMATH OpenOpenAlexFDO

Authors Maria Letizia Guerra, Carlo Alberto Magni, Luciano Stefanini

Publication date 3 December 2012

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-31724-8_8

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Recommendations

• On estimating the rate of return
• Expected return given uncertain recovery rate and information asymmetry
• scientific article; zbMATH DE number 2098845
• Cost uncertainty and the rate of investment
• scientific article; zbMATH DE number 1094764
• The effect of mean reversion on investment under uncertainty
• Investment projects yield estimation under uncertainty
• Uncertainty and Investment Dynamics
• Investment Analysis Under Uncertainty

Cited in

(2)

• Interval and fuzzy average internal rate of return for investment appraisal
• Capital depreciation and the underdetermination of rate of return: a unifying perspective

This page was built for publication: Average Rate of Return with Uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3143636)