A proposal for modeling real options through fuzzy expert system

Giovanni Mastroleo, G. Facchinetti () and Carlo Alberto Magni

No 5842, Proyecciones Financieras y Valoración from Master Consultores

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.

Keywords: Fuzzy expert systems; investments; real options; quantitativa and qualitative variables (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Pages: 4
Date: 2009-09-20
References: Add references at CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:col:000463:005842

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