Investment in uncertainty:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Dordrecht u.a.
Kluwer
1999
|
| Series: | Applied optimization
21 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 475 S. graph. Darst. |
| ISBN: | 0792352963 |
Staff View
MARC
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| 245 | 1 | 0 | |a Investment in uncertainty |c by Jaime Gil-Aluja |
| 264 | 1 | |a Dordrecht u.a. |b Kluwer |c 1999 | |
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| 650 | 7 | |a Onzekerheid |2 gtt | |
| 650 | 7 | |a Wiskundige modellen |2 gtt | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Portfolio management | |
| 650 | 4 | |a Risk | |
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Record in the Search Index
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| adam_text | Index
Introduction
FIRST PART
Preparation of the Investment
1. Investments in the Company 19
The decline of stability 19
The change in direction of studies on the investment process 25
Basic elements for arithmetical study of selection 29
The study of selection from non numerical elements 37
2. Programming Investment Activity 49
Classical programming techniques 49
Handling of an investment programme 56
Incorporation of costs into investment projects 66
Estimating financial needs throughout the process 72
3. Financial Risk of Investment 85
Financial aspects of the investment process 85
Determination of the financial capacity of the investment 89
From pre diagnosis to diagnosis 102
Numerical determination of the financial risk of an investment 106
4. Analysis of financial products for the investment 113
Aspects prior to product analysis 113
Analysis by means of the clan concept 117
Obtaining affinities and the use of codes 123
Grouping the characteristics of the products
by means of the Moore closing 126
From product grouping to affinities 134
10 / Index
SECOND PART
Selection
5. A first approximation to selection models 145
Updating of monetary currents 145
Incorporation of the lack of precision of interests rates 153
The hypothesis of known net values and fuzzy rate of interest 157
6. Selection of investments in an economy with inflation 165
Estimate of monetary currents at constant prices 165
Estimate of monetary currents at prices for each period 172
The hypothesis of different rates of inflation 180
7. Taxation in uncertainty 189
Handling the problem within the determinist sphere 189
Adapting the model to the field of uncertainty 193
Reduction of uncertainty and subjectivity by using m expertons 201
Uncertainty in depreciation rates 206
8. Wear and tear in the investment process 215
The study of wear and tear in determinist models 215
The passage to a context of uncertainty 220
Different ways of expressing the opinion of counter experts 226
Aggregation of the opinion of the experts 230
9. The incidence of technical progress on investments 239
Incorporation of technical progress 239
Consideration of a long term economic horizon 255
10. Estimating economic parameters in investment 275
General description of the model 275
The hypothesis of the existence of equivalency classes 278
Valuation of the economic parameter for each period 287
Technical elements for a reduction of uncertainty 290
11. Investment selection based on diversified criteria 297
Some preliminary aspects 297
Obtaining a fuzzy relation 302
Determination of relations of affinity 310
The establishment of preferences by means of Galois lattices 316
Relative estimate of the decision elements 318
Index I 1 1
12. Investment in the event of non specified criteria 325
Presentation of the problem 325
Development of the model by means of expert opinions 328
Order of preference by means of the Latin composition method 334
Arriving at the ordinal function of a graph 338
13. Optimum distribution of financial resources 349
Handling distribution by means of dynamic programming 349
The first phase for optimisation of the process 351
Obtaining the optimum under the hypothesis of certainty 355
Transition to a context of uncertainty 361
14. Neural networks in investment 369
Basic elements of neuromimetics 369
Description of the model and network architecture 371
Incorporating uncertainty 381
PART THREE
Handling the problem of equipment
15. Economic renewal of industrial equipment 393
The company and the needs for renewal 393
Renewal in management studies 397
Terborgh s « Adverse Minimum Method » 400
The « Fuzzy Adverse Minimum Method » (FAMM) 404
Incorporation of fuzzy triangular numbers 410
16. Equipment performance 417
The life of industrial equipment 417
The problem of consumption in the renewal of equipment 426
Hypothesis of the existence of an equipment network 436
Intervals of probability in the treatment of the life of equipment 444
17. Preventive maintenance of equipment in uncertainty 451
A brief reference to dynamic programming 451
Decision probability processes 454
Proposal for a model for preventive maintenance 456
Development of the sequential model 460
Conclusions 469
Bibliography 473
|
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| dewey-search | 332.6 21 332.6 |
| dewey-sort | 3332.6 221 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:33:58Z |
| institution | BVB |
| isbn | 0792352963 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008709035 |
| oclc_num | 39747956 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-521 |
| owner_facet | DE-19 DE-BY-UBM DE-521 |
| physical | 475 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Kluwer |
| record_format | marc |
| series | Applied optimization |
| series2 | Applied optimization |
| spelling | Gil-Aluja, Jaime Verfasser aut Investment in uncertainty by Jaime Gil-Aluja Dordrecht u.a. Kluwer 1999 475 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Applied optimization 21 Investeringen gtt Onzekerheid gtt Wiskundige modellen gtt Investment analysis Portfolio management Risk Unsicherheit (DE-588)4186957-6 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Investition (DE-588)4027556-5 s Unsicherheit (DE-588)4186957-6 s DE-604 Applied optimization 21 (DE-604)BV010841718 21 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008709035&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gil-Aluja, Jaime Investment in uncertainty Applied optimization Investeringen gtt Onzekerheid gtt Wiskundige modellen gtt Investment analysis Portfolio management Risk Unsicherheit (DE-588)4186957-6 gnd Investition (DE-588)4027556-5 gnd |
| subject_GND | (DE-588)4186957-6 (DE-588)4027556-5 |
| title | Investment in uncertainty |
| title_auth | Investment in uncertainty |
| title_exact_search | Investment in uncertainty |
| title_full | Investment in uncertainty by Jaime Gil-Aluja |
| title_fullStr | Investment in uncertainty by Jaime Gil-Aluja |
| title_full_unstemmed | Investment in uncertainty by Jaime Gil-Aluja |
| title_short | Investment in uncertainty |
| title_sort | investment in uncertainty |
| topic | Investeringen gtt Onzekerheid gtt Wiskundige modellen gtt Investment analysis Portfolio management Risk Unsicherheit (DE-588)4186957-6 gnd Investition (DE-588)4027556-5 gnd |
| topic_facet | Investeringen Onzekerheid Wiskundige modellen Investment analysis Portfolio management Risk Unsicherheit Investition |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008709035&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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