Investment projects evaluation by simulation and multiple criteria decision aiding procedure
Investment projects evaluation by simulation and multiple criteria decision aiding procedure
复制标题
通过模拟和多标准决策辅助程序评估投资项目
DOI：
10.1080/13923730.2005.9636350
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发表时间：
2005
影响因子：
4.3
通讯作者：
Maciek Nowak
中科院分区：
文献类型：
--
作者：
Maciek Nowak
摘要本文研究了一个投资项目选择问题。每个项目的评估通常是一个多维度的问题。一方面，财务分析非常重要，另一方面，技术、社会和生态因素也要考虑在内。虽然财务标准通常具有数量性质，但其他标准往往基于质量判断。由于每个项目的分析都是基于不确定的假设，因此该问题可以看作是一个离散的随机多准则决策问题。本文采用随机优势规则和多准则决策辅助程序PROMETHEE II来求解这一问题。虽然模拟技术用于获得项目的财务评价，但考虑到专家的判断，以便根据其他标准对项目进行评价。因此，在这种方法中考虑了定量和定性因素。
Abstract The paper considers an investment projects selection problem. The evaluation of each project is usually a multidimensional problem. On the one hand, financial analysis is very important, on the other, however, technical, social, and ecological factors are taken into account too. While financial criteria are usually of quantitative nature, others are often based on qualitative judgments. As the analysis of each project is based on uncertain assumptions, so the problem can be considered as a discrete stochastic multiple criteria decision‐making problem. In this paper simulation, stochastic dominance rules and multiple criteria decision aiding procedure PROMETHEE II are employed for solving such a problem. While simulation technique is used for obtaining financial evaluations of projects, experts’ judgments are taken into account in order to evaluate project with respect to other criteria. Thus, quantitative and qualitative factors are considered in this approach.