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Modelos de valoracion en ambiente de incertidumbre

Author

Listed:
  • 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.

Suggested Citation

  • Bellver, Jeronimo Aznar & Martinez, Francisco Guijarro, 2004. "Modelos de valoracion en ambiente de incertidumbre," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 4(07).
  • Handle: RePEc:ags:earnsa:28731
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    More about this item

    Keywords

    Valuation; Uncertainty; Interval goal programming; Research Methods/ Statistical Methods; C61; G12; Q14;

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance

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