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Risk Analysis in Investment Appraisal

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  • Savvides, Savvakis C.

Abstract

The methodology and uses of Monte-Carlo simulation technique are presented as applied to the analysis and assessment of risk in the evaluation of investment projects. The importance of risk analysis in investment appraisal is highlighted and the stages in the process introduced. The results generated by a risk analysis application are interpreted, including the investment decision criteria and measures of risk based on the expected value concept. Conclusions are drawn regarding the usefulness and limitations of risk analysis in investment appraisal.

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File URL: http://mpra.ub.uni-muenchen.de/10035/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 10035.

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Date of creation: Mar 1994
Date of revision: 14 Aug 2008
Publication status: Published in Project Appraisal 1.Volume(1994): pp. 3-18
Handle: RePEc:pra:mprapa:10035

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Keywords: risk analysis; investment appraisal; Monte Carlo simulation; project evaluation; measures of risk; investment decision criteria;

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Cited by:
  1. Glenn Jenkins & Tumani Dembajang, . "Integrated Appraisal Of A Regional African Satellite Project," Development Discussion Papers, JDI Executive Programs 2005-02, JDI Executive Programs.
  2. Savvides, Savvakis C., 2000. "Market Analysis and Competitiveness in Project Appraisal," MPRA Paper 9796, University Library of Munich, Germany.
  3. Georgios Tziralis & Konstantinos Kirytopoulos & Athanasios Rentizelas & Ilias Tatsiopoulos, 2009. "Holistic investment assessment: optimization, risk appraisal and decision making," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(6), pages 393-403.
  4. Migara S. Jayawardena & Glenn Jenkins & Mario Marchesini, . "Fourth Fisheries Project In Bangladesh an Integrated Project Analysis," Development Discussion Papers, JDI Executive Programs 1998-08, JDI Executive Programs.
  5. Lenz, Rainer, 2008. "The Logic of Merger and Acquisition Pricing," MPRA Paper 26627, University Library of Munich, Germany.
  6. MIGARA JAYAWARDENA & Glenn Jenkins & GANGADHAR SHUKLA, 1999. "Control Of Water And Coastal Pollution An Appraisal For Espirito,Brazil," Development Discussion Papers, JDI Executive Programs 1999-04, JDI Executive Programs.
  7. Glenn Jenkins & Chun-Yan Kuo & Arnold C. Harberger, 2011. "Cost-Benefit Analysis for Investment Decisions: Chapter 6 (Dealing With Uncertainty and Risk in Investment Appraisal)," Development Discussion Papers, JDI Executive Programs 2011-06, JDI Executive Programs.

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