메뉴 건너뛰기




Volumn 104, Issue 1, 2006, Pages 62-73

Uncertainty and global sensitivity analysis in the evaluation of investment projects

Author keywords

Discounted cash flow; Investment evaluation; Sensitivity analysis; Uncertainty analysis

Indexed keywords

DECISION MAKING; INVESTMENTS; MATHEMATICAL MODELS; PROJECT MANAGEMENT; RISK ASSESSMENT; UNCERTAIN SYSTEMS;

EID: 33747114634     PISSN: 09255273     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijpe.2005.05.024     Document Type: Article
Times cited : (61)

References (31)
  • 1
    • 33747145117 scopus 로고    scopus 로고
    • Apostolakis, G.E., 1995. A Commentary on Model Uncertainty. Proceedings of the Workshop on Model Uncertainty: Its Characterization and Quantification. Center for Reliability Engineering, University of Maryland, College Park, Maryland, USA.
  • 4
    • 33747106823 scopus 로고    scopus 로고
    • Bodie, Z., Kane, A., 2001. Investments, fifth ed., McGraw-Hill/Irwin, ISBN-0072503661.
  • 5
    • 33747105098 scopus 로고    scopus 로고
    • Borgonovo, E., 2001. Importance relations and sensitivity analysis in decision theory. Proceedings of the Tenth International Conference on Foundations and Applications of Utility, Risk and Decision Theory, Torino, May 30-June 2, 2001, pp. 20-23.
  • 7
    • 31744443999 scopus 로고    scopus 로고
    • Borgonovo, E., Peccati, L., 2005. The importance of assumptions investment evaluation. International Journal of Production Economics in press, doi:10.1016/j.ijpe.2005.01.009.
  • 9
    • 0031190519 scopus 로고    scopus 로고
    • Sensitivity analysis of an environmental model: An application of different analysis methods
    • Campolongo F., and Saltelli A. Sensitivity analysis of an environmental model: An application of different analysis methods. Reliability Engineering and System Safety 57 (1997) 49-69
    • (1997) Reliability Engineering and System Safety , vol.57 , pp. 49-69
    • Campolongo, F.1    Saltelli, A.2
  • 10
    • 0022060357 scopus 로고
    • An examination of response-surface methodologies for uncertainty analysis in assessment models
    • Downing D.J., Gardner R.H., and Hoffman F.O. An examination of response-surface methodologies for uncertainty analysis in assessment models. Technometrics 27 (1985) 151-163
    • (1985) Technometrics , vol.27 , pp. 151-163
    • Downing, D.J.1    Gardner, R.H.2    Hoffman, F.O.3
  • 11
    • 0028501607 scopus 로고
    • A review of techniques for parameter sensitivity analysis of environmental models
    • Hamby D.M. A review of techniques for parameter sensitivity analysis of environmental models. Environmental Monitoring and Assessment 32 (1994) 125-154
    • (1994) Environmental Monitoring and Assessment , vol.32 , pp. 125-154
    • Hamby, D.M.1
  • 12
    • 33747144755 scopus 로고    scopus 로고
    • Hamby, D.M., Tarantola, S., 1999. In: Safety and Reliability, Schuëller and Kafka (Eds.), Exploring Sensitivity Analysis Techniques for the Assessment of an Environmental Transport Model. Balkema, Rotterdam, pp. 1193-1198.
  • 13
    • 0027810117 scopus 로고
    • Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal
    • Helton J.C. Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal. Reliability Engineering and System Safety 42 (1993) 327-367
    • (1993) Reliability Engineering and System Safety , vol.42 , pp. 327-367
    • Helton, J.C.1
  • 14
    • 0033100741 scopus 로고    scopus 로고
    • Sensitivity analysis in the context of uncertainty analysis for computational intensive models
    • Hofer E. Sensitivity analysis in the context of uncertainty analysis for computational intensive models. Computer Physics Communications 177 (1999) 21-34
    • (1999) Computer Physics Communications , vol.177 , pp. 21-34
    • Hofer, E.1
  • 15
    • 0030121081 scopus 로고    scopus 로고
    • Importance measures in global sensitivity analysis of nonlinear models
    • Homma T., and Saltelli A. Importance measures in global sensitivity analysis of nonlinear models. Reliability Engineering and System Safety 52 (1996) 1-17
    • (1996) Reliability Engineering and System Safety , vol.52 , pp. 1-17
    • Homma, T.1    Saltelli, A.2
  • 16
    • 33747140987 scopus 로고    scopus 로고
    • Joint Research Center of the European Community: Simlab: Software for uncertainty and sensitivity analysis. Reference Manual to version 1.1, POLIS -JRC ISIS, 1990.
  • 17
    • 0033746617 scopus 로고    scopus 로고
    • The difference between the managerial and mathematical interpretation of sensitivity analysis results in linear programming
    • Koltai T., and Terlaky T. The difference between the managerial and mathematical interpretation of sensitivity analysis results in linear programming. International Journal of Production Economics 65 3 (2000) 257-274
    • (2000) International Journal of Production Economics , vol.65 , Issue.3 , pp. 257-274
    • Koltai, T.1    Terlaky, T.2
  • 18
    • 33747099153 scopus 로고    scopus 로고
    • McKay, M.D., 1996. Variance-based methods for assessing uncertainty importance. In: NUREG-1150 Analyses, LA-UR-96-2695, pp. 1-27.
  • 19
    • 0031190469 scopus 로고    scopus 로고
    • The role of sensitivity analysis in the corroboration of models and its link to model structural and parametric uncertainty
    • Saltelli A. The role of sensitivity analysis in the corroboration of models and its link to model structural and parametric uncertainty. Reliability Engineering and System Safety 57 (1997) 1-4
    • (1997) Reliability Engineering and System Safety , vol.57 , pp. 1-4
    • Saltelli, A.1
  • 20
    • 0033585967 scopus 로고    scopus 로고
    • Sensitivity analysis: Could better methods be used?
    • Saltelli A. Sensitivity analysis: Could better methods be used?. Journal of Geophysical Research 104 (1999) 3789-3793
    • (1999) Journal of Geophysical Research , vol.104 , pp. 3789-3793
    • Saltelli, A.1
  • 21
    • 0032488775 scopus 로고    scopus 로고
    • An alternative way to compute fourier amplitude sensitivity test
    • Saltelli A., and Bolado R. An alternative way to compute fourier amplitude sensitivity test. Computational Statistics and Data Analysis 26 (1998) 445-460
    • (1998) Computational Statistics and Data Analysis , vol.26 , pp. 445-460
    • Saltelli, A.1    Bolado, R.2
  • 22
    • 0025229826 scopus 로고
    • Non-parametric statistics in sensitivity analysis for model output: A comparison of selected techniques
    • Saltelli A., and Marivoet J. Non-parametric statistics in sensitivity analysis for model output: A comparison of selected techniques. Reliability Engineering and System Safety 28 (1990) 229-253
    • (1990) Reliability Engineering and System Safety , vol.28 , pp. 229-253
    • Saltelli, A.1    Marivoet, J.2
  • 23
    • 0029509837 scopus 로고
    • About the use of rank transformation in sensitivity analysis of model output
    • Saltelli A., and Sobol' I.M. About the use of rank transformation in sensitivity analysis of model output. Reliability Engineering and System Safety 50 (1995) 225-239
    • (1995) Reliability Engineering and System Safety , vol.50 , pp. 225-239
    • Saltelli, A.1    Sobol', I.M.2
  • 24
    • 0033079533 scopus 로고    scopus 로고
    • A quantitative model-independent method for global sensitivity analysis of model output
    • Saltelli A., Tarantola S., and Chan K.P.-S. A quantitative model-independent method for global sensitivity analysis of model output. Technometrics 41 1 (1999) 39-56
    • (1999) Technometrics , vol.41 , Issue.1 , pp. 39-56
    • Saltelli, A.1    Tarantola, S.2    Chan, K.P.-S.3
  • 26
    • 49949136136 scopus 로고
    • On the distribution of points in a cube and the approximate evaluation of integrals
    • Sobol' I.M. On the distribution of points in a cube and the approximate evaluation of integrals. USSR Comp. Math. Phys. 7 (1967) 86-112
    • (1967) USSR Comp. Math. Phys. , vol.7 , pp. 86-112
    • Sobol', I.M.1
  • 27
    • 33747094362 scopus 로고    scopus 로고
    • Sobol', I.M., 1990. Sensitivity estimates for nonlinear mathematical models. Matematica Modelirovanie 2(1), 112-118 (in Russian) (English Transl.: MMCE 1(4) (1993) 407-414).
  • 29
    • 0034926426 scopus 로고    scopus 로고
    • Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
    • Sobol' I.M. Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Mathematics and Computers in Simulation 55 1 (2001) 271-280
    • (2001) Mathematics and Computers in Simulation , vol.55 , Issue.1 , pp. 271-280
    • Sobol', I.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.