MCDM'12 - paper no. 15

 

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MULTICRITERIA EVALUATION OF FUZZY NET PRESENT VALUE

Írem Uçal Sari, Dorota Kuchta

Abstract:

In this paper it is shown how to assess the degree of influence of various factors on the value of the project (NPV). The assessment is based on grouping and ranking of cash flows linked to various factors. The formulas are generated both for crisp and fuzzy net present value analysis. The projects are then evaluated on the basis of at least two criteria: the NPV and the risk (positive or negative) linked to the factors which have most influence on the project's NPV whose change may change the NPV considerably. In applications, fuzzy present values of different factors are calculated and compared for two different cases.

Keywords:

Fuzzy Logic, Fuzzy Net Present Value, Ranking Fuzzy Numbers.

Reference index:

Írem Uçal Sari, Dorota Kuchta, (2012), MULTICRITERIA EVALUATION OF FUZZY NET PRESENT VALUE, Multiple Criteria Decision Making (7), pp. 211-228

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Scopus citations in 1 paper(s):
  1. Sari, I. U., & Kuchta, D. (2012). Fuzzy global sensitivity analysis of fuzzy net present value. Control and Cybernetics, 41(2), 481-496