Risk assessment in investment project
The purpose of the study is to analyze the existing methods of assessing risk and uncertainty when making decisions about investing, to illustrate the application of one of the considered methods, the Monte-Carlo method, and to analyze the results obtained during the application of the method. Th...
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| Format: | Article |
| Language: | English |
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Omsk State Technical University, Federal State Autonomous Educational Institution of Higher Education
2019-05-01
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| Series: | Омский научный вестник: Серия "Общество. История. Современность" |
| Subjects: | |
| Online Access: | https://www.omgtu.ru/general_information/media_omgtu/journal_of_omsk_research_journal/files/arhiv/2019/%D0%A2.%204,%20%E2%84%96%202%20(%D0%9E%D0%98%D0%A1)/140-145%20%D0%A2%D0%BA%D0%B0%D1%87%D0%B5%D0%BD%D0%BA%D0%BE%20%D0%90.%20%D0%9B.,%20%D0%A8%D0%B5%D0%B2%D0%B5%D0%BB%D0%B5%D0%B2%D0%B0%20%D0%9E.%20%D0%93..pdf |
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| _version_ | 1832574140309045248 |
|---|---|
| author | A. L. Tkachenko O. G. Sheveleva |
| author_facet | A. L. Tkachenko O. G. Sheveleva |
| author_sort | A. L. Tkachenko |
| collection | DOAJ |
| description | The purpose of the study is to analyze the existing methods of assessing risk and
uncertainty when making decisions about investing, to illustrate the application of
one of the considered methods, the Monte-Carlo method, and to analyze the results
obtained during the application of the method. The authors proposed the use of
descriptive statistics to evaluate the results of investment risk simulation. As a result
of the study, existing risk assessment and uncertainty methods are analyzed when
deciding on investment, a Monte-Carlo simulation is performed using Microsoft
Excel, and the results are analyzed using the Descriptive Statistics tool |
| format | Article |
| id | doaj-art-f8d848d974ff4fc7a69c6b5f90d62184 |
| institution | Kabale University |
| issn | 2542-0488 2541-7983 |
| language | English |
| publishDate | 2019-05-01 |
| publisher | Omsk State Technical University, Federal State Autonomous Educational Institution of Higher Education |
| record_format | Article |
| series | Омский научный вестник: Серия "Общество. История. Современность" |
| spelling | doaj-art-f8d848d974ff4fc7a69c6b5f90d621842025-02-02T01:07:40ZengOmsk State Technical University, Federal State Autonomous Educational Institution of Higher EducationОмский научный вестник: Серия "Общество. История. Современность"2542-04882541-79832019-05-014214014510.25206/2542-0488-2019-4-2-140-145Risk assessment in investment projectA. L. Tkachenko0O. G. Sheveleva1Omsk State Technical UniversityOmsk State Technical UniversityThe purpose of the study is to analyze the existing methods of assessing risk and uncertainty when making decisions about investing, to illustrate the application of one of the considered methods, the Monte-Carlo method, and to analyze the results obtained during the application of the method. The authors proposed the use of descriptive statistics to evaluate the results of investment risk simulation. As a result of the study, existing risk assessment and uncertainty methods are analyzed when deciding on investment, a Monte-Carlo simulation is performed using Microsoft Excel, and the results are analyzed using the Descriptive Statistics toolhttps://www.omgtu.ru/general_information/media_omgtu/journal_of_omsk_research_journal/files/arhiv/2019/%D0%A2.%204,%20%E2%84%96%202%20(%D0%9E%D0%98%D0%A1)/140-145%20%D0%A2%D0%BA%D0%B0%D1%87%D0%B5%D0%BD%D0%BA%D0%BE%20%D0%90.%20%D0%9B.,%20%D0%A8%D0%B5%D0%B2%D0%B5%D0%BB%D0%B5%D0%B2%D0%B0%20%D0%9E.%20%D0%93..pdfriskinvestment riskproject uncertaintysimulation modelingeconomic efficiencymonte-carlo method |
| spellingShingle | A. L. Tkachenko O. G. Sheveleva Risk assessment in investment project Омский научный вестник: Серия "Общество. История. Современность" risk investment risk project uncertainty simulation modeling economic efficiency monte-carlo method |
| title | Risk assessment in investment project |
| title_full | Risk assessment in investment project |
| title_fullStr | Risk assessment in investment project |
| title_full_unstemmed | Risk assessment in investment project |
| title_short | Risk assessment in investment project |
| title_sort | risk assessment in investment project |
| topic | risk investment risk project uncertainty simulation modeling economic efficiency monte-carlo method |
| url | https://www.omgtu.ru/general_information/media_omgtu/journal_of_omsk_research_journal/files/arhiv/2019/%D0%A2.%204,%20%E2%84%96%202%20(%D0%9E%D0%98%D0%A1)/140-145%20%D0%A2%D0%BA%D0%B0%D1%87%D0%B5%D0%BD%D0%BA%D0%BE%20%D0%90.%20%D0%9B.,%20%D0%A8%D0%B5%D0%B2%D0%B5%D0%BB%D0%B5%D0%B2%D0%B0%20%D0%9E.%20%D0%93..pdf |
| work_keys_str_mv | AT altkachenko riskassessmentininvestmentproject AT ogsheveleva riskassessmentininvestmentproject |