Financial Analytics: Science and Experience

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Financial Analytics: Science and Experience

9(99) - 2012 March

Methodology of risk assessment for investment project bases on fuzzy-set model with a Gaussian membership function

Vol. 5, Iss. 9, MARCH 2012

Available online: 7 March 2012

Subject Heading: MATHEMATICAL METHODS OF ANALYSIS IN THE ECONOMY

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Gnuni T.S. PhD in Economics, associate professor of department «Management and Economics of power industry enterprises», Armenian State Engineering University, JSC «Scientific research institute of energy»
Tigran.Gnuni@energinst.am

The questions of risk assessment for the investment project are considered in conditions of uncertainty indicators of economic viability of the project. The analytical expressions for calculating of the risk value of the investment project are considered based on the fuzzy-set model with a Gaussian membership function. The practical application of these expressions will allow potential investors to make reasoned decisions about the feasibility of the investment.

Keywords: investment, project, net present value, measure, efficiency, fuzzy number, membership function, risk, loss function

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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