Estimating NPV variability for deterministic models

DOI10.1016/S0377-2217(97)00138-0zbMATH Open0943.91023OpenAlexW2153507965MaRDI QIDQ1296076FDOQ1296076

Willem J. H. van Groenendaal

Publication date: 11 July 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(97)00138-0

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zbMATH Keywords

experimental designmetamodelsregressioninvestmentrisk analysisnet present value

Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

• Title not available (Why is that?)
• Ethical issues in modeling: Some reflections
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Cited In (10)

• Anomalies in net present value calculations?
• A dynamic net present value rule in a financial adjustment cost model
• Decision-based scenario clustering for decision-making under uncertainty
• Capital investment appraisal: a new risk premium model
• On the comparison between the APV and the NPV computed via the WACC
• Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study
• Analysis and risk management of investment projects using method Monte Carlo simulation
• What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions
• Robust net present value
• Title not available (Why is that?)

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