ECONOMIC-PROBABILISTIC MODEL FOR RISK ANALYSIS IN PROJECTS

Rogério Feroldi Miorando, José Luis Duarte Ribeiro, Maria A. C. Tinoco, Carla Schwengber ten Caten

Abstract

This paper presents an economic-probabilistic model to conduct risk analysis in projects. The model integrates risk and economic project analysis by quantifying both value and probability of occurrence of potential cash flow deviations, thus resulting in an economic-probabilistic analysis of the expected returns. The model allows calculating risk-adjusted values for cash flow groups and projecting net present value through stochastic simulation. As a result, the model provides both the risk-adjusted project economic return with the associated probability distribution to its NPV and the variability that each risk factor generates in the project return.

References

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Paper Citation


in Harvard Style

Feroldi Miorando R., Luis Duarte Ribeiro J., A. C. Tinoco M. and Schwengber ten Caten C. (2012). ECONOMIC-PROBABILISTIC MODEL FOR RISK ANALYSIS IN PROJECTS . In Proceedings of the 1st International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES, ISBN 978-989-8425-97-3, pages 208-211. DOI: 10.5220/0003737302080211


in Bibtex Style

@conference{icores12,
author={Rogério Feroldi Miorando and José Luis Duarte Ribeiro and Maria A. C. Tinoco and Carla Schwengber ten Caten},
title={ECONOMIC-PROBABILISTIC MODEL FOR RISK ANALYSIS IN PROJECTS},
booktitle={Proceedings of the 1st International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,},
year={2012},
pages={208-211},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003737302080211},
isbn={978-989-8425-97-3},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 1st International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,
TI - ECONOMIC-PROBABILISTIC MODEL FOR RISK ANALYSIS IN PROJECTS
SN - 978-989-8425-97-3
AU - Feroldi Miorando R.
AU - Luis Duarte Ribeiro J.
AU - A. C. Tinoco M.
AU - Schwengber ten Caten C.
PY - 2012
SP - 208
EP - 211
DO - 10.5220/0003737302080211