There are many methodological difficulties associated with investment process management. The solution of these issues should involve information and statistical methods taking into account uncertainty and risks. The article presents the theoretical formulation of information and statistical models for cash flow valuation. To simulate the life cycle of an investment project, the authors propose and test a Markov chain-based discrete-continuous model. The authors also test an original technique of multi-criteria positioning of investment projects.
Keywords: investment, project, process, uncertainty, distribution, probability
References:
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