Título inglés |
Capital budgeting problems with fuzzy cash flows. |
Título español |
Problemas de presupuesto de capital con flujos de caja difusos. |
Autor/es |
Carlsson, Christer ; Fuller, Robert |
Organización |
Abo Akad. Univ., Abo, Finlandia;Turku Cent. Comput. Sci., Abo, Finlandia |
Revista |
1134-5632 |
Publicación |
1999, 6 (1): 81-89, 16 Ref. |
Tipo de documento |
articulo |
Idioma |
Inglés |
Resumen inglés |
We consider the internal rate of return (IRR) decision rule in capital budgeting problems with fuzzy cash flows. The possibility distribution of the IRR at any r ≥ 0, is defined to be the degree of possibility that the (fuzzy) net present value of the project with discount factor r equals to zero. Generalizing our earlier results on fuzzy capital budegeting problems [Car99] we show that the possibility distribution of the {IRR} is a highly nonlinear function which is getting more and more unbalanced by increasing imprecision in the future cash flow. However, it is stable under small changes in the membership functions of fuzzy numbers representing the lingusitic values of future cash flows. |
Clasificación UNESCO |
120908 |
Palabras clave español |
Econometría ; Matemática financiera ; Lógica difusa ; Teoría de la decisión ; Control óptimo ; Conjuntos difusos |
Código Z-Math |
Zbl 0971.68148 |
Acceso al artículo completo |