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

DOI10.1016/J.EJOR.2009.12.006MaRDI QIDQ2270314zbMATH OpenOpenAlexFDO

Authors E. Borgonovo, S. Gatti, Lorenzo 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

finance: investment analysisrisk analysissensitivity 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)

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Cites work

• A Measure of Top-Down Correlation
• Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study
• Estimating NPV variability for deterministic models
• scientific article; zbMATH DE number 4098703 (Why is no real title available?)
• scientific article; zbMATH DE number 3299973 (Why is no real title available?)
• Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures

Cited in

(8)

• 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
• Composite multilinearity, epistemic uncertainty and risk achievement worth
• A data-driven framework for consistent financial valuation and risk measurement
• Risk analysis with contractual default. Does covenant breach matter?
• Investment, financing and the role of ROA and WACC in value creation
• The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement

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