BUSINESS INFORM №10-2016

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Section: Economic and Mathematical Modeling
UDC 658:330.322:519.866
Kotsyuba O. S.
Choosing the Best Investment Project in a Situation of Uncertainty of Initial Data (p. 144 - 149)
The article is aimed at developing an instrumentarium for the task of choosing the best investment project in a situation where the initial quantity parameters of the available investment alternatives are described with interval estimates. In the part of accounting the risk factor caused by the interval uncertainty of initial data, the study is limited by the component of risk measure as degree of result variability. In this context, the corresponding interval versions of the absolute risk indicators were provided: range of variation, semi-range of variation, semi-deviation. After that the interval versions of the risk indicators in relative terms were considered: coefficient of range of variation, coefficient of semi-range of variation, and coefficient of semi-deviation. Based on relevant groundwork within the terms of theoretical probabilistic and fuzzy-multiple methodologies, modifications of the indicated coefficients have been formulated. On the basis of the modified coefficient of semi-range of variation, a model of choosing the optimal investment project out of the multitude of alternatives has been formulated for the interval setting of task. Using the example for conditional calculation, a testing of the proposed model was carried out, which demonstrated its practical viability.
Keywords: investment project, interval uncertainty, interval analysis, risk, range of variation, semi-range of variation, semi-deviation
Tabl.: 2. Formulae: 18. Bibl.: 14.

Kotsyuba Oleksiy S. – Doctor of Sciences (Economics), Associate Professor, Professor, Department of Business Economics and Entrepreneurship, Kyiv National Economic University named after Vadym Hetman (54/1 Beresteiskyi Ave., Kyiv, 03057, Ukraine)
Email: [email protected]

Article is written in Ukrainian
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Reference to this article:
Kotsyuba, Oleksiy S. (2016) “Choosing the Best Investment Project in a Situation of Uncertainty of Initial Data.” Business Inform 10:144–149.

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