Risk assessment in investment project
The purpose of the study is to analyze the existing methods of assessing risk and uncertainty when making decisions about investing, to illustrate the application of one of the considered methods, the Monte-Carlo method, and to analyze the results obtained during the application of the method. Th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Omsk State Technical University, Federal State Budgetary Educational Institution of Higher Education
2019-05-01
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| Series: | Омский научный вестник: Серия "Общество. История. Современность" |
| Subjects: | |
| Online Access: | https://www.omgtu.ru/general_information/media_omgtu/journal_of_omsk_research_journal/files/arhiv/2019/%D0%A2.%204,%20%E2%84%96%202%20(%D0%9E%D0%98%D0%A1)/140-145%20%D0%A2%D0%BA%D0%B0%D1%87%D0%B5%D0%BD%D0%BA%D0%BE%20%D0%90.%20%D0%9B.,%20%D0%A8%D0%B5%D0%B2%D0%B5%D0%BB%D0%B5%D0%B2%D0%B0%20%D0%9E.%20%D0%93..pdf |
| Summary: | The purpose of the study is to analyze the existing methods of assessing risk and
uncertainty when making decisions about investing, to illustrate the application of
one of the considered methods, the Monte-Carlo method, and to analyze the results
obtained during the application of the method. The authors proposed the use of
descriptive statistics to evaluate the results of investment risk simulation. As a result
of the study, existing risk assessment and uncertainty methods are analyzed when
deciding on investment, a Monte-Carlo simulation is performed using Microsoft
Excel, and the results are analyzed using the Descriptive Statistics tool |
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| ISSN: | 2542-0488 2541-7983 |