Valuation of Projects with Stochastic Cash Flows and Intertemporal Correlations: Practical Modeling Guidelines-Reference-Cited by-同舟云学术

Valuation of Projects with Stochastic Cash Flows and Intertemporal Correlations: Practical Modeling Guidelines

Published:2014-06 Issue:6 Volume:140 Page:06014003
ISSN:0733-9364
Container-title:Journal of Construction Engineering and Management
language:en
Short-container-title:J. Constr. Eng. Manage.

Author:

Hawas Francisco¹,Cifuentes Arturo²

Affiliation:

1. Research Associate, Mathematical Modeling Center, Univ. of Chile, Blanco Encalada 2120, Santiago 7, Chile.

2. Academic Director, Financial Regulation (CREM) Center, Faculty of Economics and Business, Univ., of Chile, Diagonal Paraguay 257, Santiago 26, Chile (corresponding author).

Publisher

American Society of Civil Engineers (ASCE)

Subject

Strategy and Management,Industrial relations,Building and Construction,Civil and Structural Engineering

Link

http://ascelibrary.org/doi/pdf/10.1061/%28ASCE%29CO.1943-7862.0000849

Reference11 articles.

1. Cario M. and Nelson B. (1997). “Modeling and generating random vectors with arbitrary marginal distributions and correlations matrix.” Technical Rep. Dept. of Industrial Engineering and Management Sciences Northwestern Univ. Evanston IL.

2. Probabilistic DCF Analysis and Capital Budgeting and Investment—a Survey

3. Variance models for project financial risk analysis with applications to greenfield BOT highway projects

4. Capital Budgeting

5. Decoupled NPV: a simple, improved method to value infrastructure investments

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