Título inglés | The internal rate of return of fuzzy cash flows. |
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Título español | La tasa interna de retorno de flujos difusos de efectivo. |
Autor/es | Biacino, Loredana ; Simonelli, M. Rosaria |
Organización | Dip. Mat. Appl. R. Caccioppoli, Nápoles, Italia;Ist. Mat. Finanz. Ist. Univ. Nav., Nápoles, Italia |
Revista | 0210-7821 |
Publicación | 1992, 13 (1): 13-22, 2 Ref. |
Tipo de documento | articulo |
Idioma | Inglés |
Resumen inglés | An internal rate of return (IRR) of an investment or financing project with cash flow (a0,a1,a2,...,an) is usually defined as a rate of interest r such that a0 + a1(1 + r)-1 + ... + an(1 + r)-n = 0. If the cash flow has one sign change then the previous equation has a unique solution r > -1. Generally the IRR technique does not extend to fuzzy cash flows, as it can be seen with examples (see [2]). In this paper we show that under suitable hypothesis a unique fuzzy IRR exists for a fuzzy cash flow. |
Clasificación UNESCO | 120908 |
Palabras clave español | Matemática financiera ; Números difusos |
Código MathReviews | MR1197323 |
Código Z-Math | Zbl 0825.90068 |
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