Pregled bibliografske jedinice broj: 246020
Solving the problem of the internal rate of return maximization in the choice of independent investment projects
Solving the problem of the internal rate of return maximization in the choice of independent investment projects // 7th International Conference on Operations Research, Abstracts and Program / - (ur.).
Havana: Universidad de La Habana, 2006. str. - (predavanje, nije recenziran, sažetak, znanstveni)
CROSBI ID: 246020 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Solving the problem of the internal rate of return maximization in the choice of independent investment projects
Autori
Hunjet, Dubravko ; Neralić, Luka
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni
Izvornik
7th International Conference on Operations Research, Abstracts and Program
/ - Havana : Universidad de La Habana, 2006
Skup
7th International Conference on Operations Research
Mjesto i datum
Havana, Kuba, 27.03.2006. - 31.03.2006
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Nije recenziran
Ključne riječi
portfolio of independent investment projects; internal rate of return; non-linear mixed-integer mathematical programming problem; iterative algrithm; computational results
(portfolio of independent investment projects; internal rate of return; non-linear mixed-integer mathematical programming; iterative algrithm; computational results)
Sažetak
The problem of the internal rate of return maximization in order to choose a combination of independent projects is considered in this paper. Projects are divided into groups and from each group only one project may be selected. Also, the budget constraint for each time period must be satisfied. The problem is formulated as a non-linear mixed-integer mathematical programming problem with 0/1 variables. In order to solve the problem an algorithm is proposed. Computational results using the algorithm and some other software are obtained and compared.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
