A note on the sensitivity analysis of the internal rate of return

International Journal of Production Economics - Tập 135 - Trang 526-529 - 2012
Marco Percoco1, Emanuele Borgonovo2
1Department of Institutional Analysis and Public Management, Bocconi University, Via Rontgen 2, 20121 Milano, Italy
2Department of Decision Science, Bocconi University, Italy

Tài liệu tham khảo

Arrow, 1969, Uniqueness of the internal rate of return with variable life of investment, Economic Journal, 79, 560, 10.2307/2230382 Borgonovo, 2009, Sensitivity analysis of multinomial decision trees, International Journal of Mathematics in Operational Research, 1, 121, 10.1504/IJMOR.2009.022878 Borgonovo, 2001, A new importance measure for risk-informed decision-making, Reliability Engineering and System Safety, 72, 193, 10.1016/S0951-8320(00)00108-3 Borgonovo, 2004, Sensitivity analysis in investment project evaluation, International Journal of Production Economics, 90, 17, 10.1016/S0925-5273(03)00213-5 Borgonovo, 2006, The importance of assumptions in investment evaluation, International Journal of Production Economics, 101, 298, 10.1016/j.ijpe.2005.01.009 Borgonovo, 2007, Sensitivity analysis of portfolio volatility: importance of weights, sectors and the impact of trading strategies Borgonovo, 2008, Differential importance and comparative statics: an application to inventory management, International Journal of Production Economics, 111, 170, 10.1016/j.ijpe.2007.01.008 Borgonovo, 2011, Sensitivity analysis of portfolio properties with budget constraints, International Journal of Mathematics in Operational Research, 3, 295, 10.1504/IJMOR.2011.040028 Hazen, 2003, A new perspective on multiple internal rates of return, Engineering Economist, 48, 31, 10.1080/00137910308965050 Hazen, 2009, An extension of the internal rate of return to stochastic cash flows Hazen, Management Science, 55, 1030, 10.1287/mnsc.1080.0989 Promislow, 1996, Postulates for the internal rate of return of an investment project, Journal of Mathematical Economics, 26, 325, 10.1016/0304-4068(95)00747-4 Whisler, 1976, Sensitivity analysis of rates of return, Journal of Finance, 31, 63, 10.2307/2326395 Xidonas, 2010, Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study, International Journal of Operational Research, 1, 21, 10.1504/IJOR.2010.033102 Xidonas, 2010, A multicriteria decision making approach for the evaluation of equity portfolios, International Journal of Mathematics in Operational Research, 1, 40, 10.1504/IJMOR.2010.029689