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Modelos de valoracion en ambiente de incertidumbre

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Author Info
Bellver, Jeronimo Aznar
Martinez, Francisco Guijarro
Abstract

Resumen En este trabajo se presentan diversos modelos de valoración en ambiente de incertidumbre que combinan información precisa e imprecisa. En el desarrollo de los mismos se ha extendido la técnica de programación por metas básica a modelos que permiten considerar intervalos en la expresión del precio o las variables explicativas del mismo, enunciando una serie de proposiciones con las que se obtiene un completo conocimiento sobre el grado de adecuación entre los valores observados en el precio y los valores estimados por la función de valoración. Así mismo, se ha formulado un índice de adecuación que permite comparar diferentes modelos obtenidos mediante la metodología propuesta. Palabras clave: Valoración, Incertidumbre, Programación por metas con intervalos Abstract This work presents different uncertainty valuation models that combine precise and imprecise information. We have extended the basic goal programming technique to models that enable handling intervals in the price or exogenous variables expressions, and state some propositions which are able to inform about the accuracy between observed and estimated values. Furthermore, an accuracy index for model comparison is introduced.

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Publisher Info
Article provided by Spanish Association of Agricultural Economists in its journal Economia Agraria y Recursos Naturales.

Volume (Year): 4 (2004)
Issue (Month): 7 ()
Pages:
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Handle: RePEc:ags:earnsa:28731

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Related research
Keywords: Valuation; Uncertainty; Interval goal programming; Research Methods/ Statistical Methods; C61; G12; Q14;

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This page was last updated on 2009-12-26.

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