Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation
For a long time, incorporating risk management into the investment project plan has been a popular method in order to mitigate a risk of the investment. However, the problem still exists in risk analysis, such as the difficulties to involve the non-financial risks in an economic model for evaluating...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2011
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/43277/ http://eprints.usm.my/43277/1/FERDINAND%20MURNI%20HAMUNDU.pdf |
| _version_ | 1848879779504193536 |
|---|---|
| author | Hamundu, Ferdinand Murni |
| author_facet | Hamundu, Ferdinand Murni |
| author_sort | Hamundu, Ferdinand Murni |
| building | USM Institutional Repository |
| collection | Online Access |
| description | For a long time, incorporating risk management into the investment project plan has been a popular method in order to mitigate a risk of the investment. However, the problem still exists in risk analysis, such as the difficulties to involve the non-financial risks in an economic model for evaluating the investment project. One of the solutions for modeling of imprecise and the qualitative knowledge is
employing fuzzy logic. Therefore, this thesis proposes Fuzzy-Monte Carlo Simulation that is able to bridging the financial and non-financial risk for estimating the probability of Cumulative Cash Flow (CCF), Net Present Value (NPV) and Internal Rate of Return (IRR). |
| first_indexed | 2025-11-15T17:52:39Z |
| format | Thesis |
| id | usm-43277 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T17:52:39Z |
| publishDate | 2011 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-432772019-04-12T05:26:31Z http://eprints.usm.my/43277/ Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation Hamundu, Ferdinand Murni QA75.5-76.95 Electronic computers. Computer science For a long time, incorporating risk management into the investment project plan has been a popular method in order to mitigate a risk of the investment. However, the problem still exists in risk analysis, such as the difficulties to involve the non-financial risks in an economic model for evaluating the investment project. One of the solutions for modeling of imprecise and the qualitative knowledge is employing fuzzy logic. Therefore, this thesis proposes Fuzzy-Monte Carlo Simulation that is able to bridging the financial and non-financial risk for estimating the probability of Cumulative Cash Flow (CCF), Net Present Value (NPV) and Internal Rate of Return (IRR). 2011-08 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/43277/1/FERDINAND%20MURNI%20HAMUNDU.pdf Hamundu, Ferdinand Murni (2011) Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation. Masters thesis, Universiti Sains Malaysia. |
| spellingShingle | QA75.5-76.95 Electronic computers. Computer science Hamundu, Ferdinand Murni Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation |
| title | Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation |
| title_full | Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation |
| title_fullStr | Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation |
| title_full_unstemmed | Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation |
| title_short | Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation |
| title_sort | fuzzy-monte carlo simulation for risk analysis in investment project evaluation |
| topic | QA75.5-76.95 Electronic computers. Computer science |
| url | http://eprints.usm.my/43277/ http://eprints.usm.my/43277/1/FERDINAND%20MURNI%20HAMUNDU.pdf |