Robust net present value

DOI10.1016/J.MCM.2011.02.005MaRDI QIDQ646075zbMATH OpenOpenAlexFDO

Authors Payam Hanafizadeh, Vahideh Latif

Publication date 11 November 2011

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2011.02.005

zbMATH Keywords

future cash flowsnet present valuerobust approach

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Case-oriented studies in operations research (90B90)

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Cites work

• A methodology using option pricing to determine a suitable discount rate in environmental management
• Applying the maximum NPV rule with discounted/growth factors to a flexible production scale model
• Estimating NPV variability for deterministic models
• Extending a global sensitivity analysis technique to models with correlated parameters
• How real option disinvestment flexibility augments project NPV
• scientific article; zbMATH DE number 4009063 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Investment decisions in the theory of finance: some antinomies and inconsistencies.
• On ``Investment decisions in the theory of finance: some antinomies and inconsistencies by C. A. Magni
• Project options valuation with net present value and decision tree analysis
• Robust linear optimization under general norms.
• Scheduling projects with stochastic activity duration to maximize expected net present value

Cited in

(4)

• Estimating NPV variability for deterministic models
• Project net present value estimation under uncertainty
• A robust approach to the decision rules of NPV and IRR for simple projects
• Anomalies in net present value calculations?

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