Valuation models in an uncertainty environment

Authors

  • Jerónimo Aznar Bellver Dep. de Economía y Ciencias Sociales. U. Polit. de Valencia
  • Francisco Guijarro Martínez Dep. de Economía y Ciencias Sociales. U. Polit. de Valencia

Keywords:

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.

Published

2011-10-21

Issue

Section

Articles