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A proposal for modeling real options through fuzzy expert system

Author

Listed:
  • G. Mastroleo
  • G. Facchinetti
  • Carlo Alberto Magni

Abstract

This paper presents a proposal for evaluating real options. The existing models are not widely used by corporate managers as they are formally complex, rather difficult to understand and rest on strong implicit assumptions. We propose a possible alternative by using a fuzzy expert system that takes into consideration both quantitative variables and qualitative variables, aggregating them through a simple modular approach.

Suggested Citation

  • G. Mastroleo & G. Facchinetti & Carlo Alberto Magni, 2009. "A proposal for modeling real options through fuzzy expert system," Proyecciones Financieras y Valoración 5842, Master Consultores.
    • Handle: RePEc:col:000463:005842
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    File URL: http://ssrn.com/abstract=1472964
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    Cited by:

    1. Antonín Korauš & Miroslav Gombár & Pavel Kelemen & Stanislav Backa, 2019. "Using quantitative methods to identify insecurity due to unusual business operations," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(3), pages 1101-1112, March.

    More about this item

    Keywords

    Fuzzy expert systems; investments; real options; quantitativa and qualitative variables;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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