Uncertainty and global sensitivity analysis in the evaluation of investment projects

Author:

Borgonovo E.,Peccati L.

Publisher

Elsevier BV

Subject

Industrial and Manufacturing Engineering,Management Science and Operations Research,Economics and Econometrics,General Business, Management and Accounting

Reference31 articles.

1. 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.

2. Sensitivity measures, ANOVA-like techniques and the use of bootstrap;Archer;Journal of Statistical Computation and Simulation,1997

3. Survival Risk and Project Evaluation;Beccacece,2000

4. Bodie, Z., Kane, A., 2001. Investments, fifth ed., McGraw-Hill/Irwin, ISBN-0072503661.

5. 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.

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