Invariant probabilistic sensitivity analysis

Management Science

Volumn 59, Issue 11, 2013, Pages 2536-2549

  Baucells, Manel ^a,b   Borgonovo, Emanuele ^c  

^a RAND CORPORATION   (United States)

^b DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

^c BOCCONI UNIVERSITY   (Italy)

Author keywords

Decision analysis; Investment valuation; Probabilistic sensitivity; Risk analysis; Scale invariance

Indexed keywords

CUMULATIVE DISTRIBUTION; INVESTMENT ANALYSIS; MONOTONIC TRANSFORMATION; PROBABILISTIC SENSITIVITIES; PROBABILISTIC SENSITIVITY ANALYSIS; SCALE INVARIANCE; SENSITIVITY MEASURES; SOURCES OF UNCERTAINTY;

DECISION THEORY; ECONOMICS; INVESTMENTS; MONTE CARLO METHODS; RISK ANALYSIS;

RISK ASSESSMENT;

EID: 84888863510     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.2013.1719     Document Type: Article

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