What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions

DOI10.1016/j.ejor.2009.12.006zbMath1200.91152OpenAlexW1999463386MaRDI QIDQ2270314

S. Gatti, Emanuele Borgonovo, Lorenzo A. Peccati

Publication date: 18 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.12.006

zbMATH Keywords

sensitivity analysisrisk analysisfinance: investment analysis

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (8)

Investment, financing and the role of ROA and WACC in value creation ⋮ Composite multilinearity, epistemic uncertainty and risk achievement worth ⋮ The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement ⋮ Chisini means and rational decision making: equivalence of investment criteria ⋮ Investment decisions and sensitivity analysis: NPV-consistency of rates of return ⋮ Real options in operations research: a review ⋮ A data-driven framework for consistent financial valuation and risk measurement ⋮ Risk analysis with contractual default. Does covenant breach matter?

Cites Work

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• Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures
• Estimating NPV variability for deterministic models
• Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study
• A Measure of Top-Down Correlation

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