Pregled bibliografske jedinice broj: 98907
On Maximization of the Internal Rate of Return in the Choice of Independent Investment Projects
On Maximization of the Internal Rate of Return in the Choice of Independent Investment Projects // 9th International Conference on Operational Research KOI 2002 / Šorić, Kristina ; Hunjak, Tihomir (ur.).
Zagreb: Hrvatsko društvo za operacijska istraživanja (CRORS), 2002. str. 10-11 (predavanje, međunarodna recenzija, sažetak, znanstveni)
CROSBI ID: 98907 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On Maximization of the Internal Rate of Return in the Choice of Independent Investment Projects
Autori
Hunjet, Dubravko ; Neralić, Luka ; Relić, Branko
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni
Izvornik
9th International Conference on Operational Research KOI 2002
/ Šorić, Kristina ; Hunjak, Tihomir - Zagreb : Hrvatsko društvo za operacijska istraživanja (CRORS), 2002, 10-11
Skup
9th International Conference on Operational Research KOI 2002
Mjesto i datum
Trogir, Hrvatska, 02.10.2002. - 04.10.2002
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
Internal rate of return; independent investment projects; budget constraint; non-linear mixed-integer 0/1 programming; algorithm
Sažetak
In this paper we consider the problem of choosing a combination of independent projects for which internal rate of return is maximized. In this problem the projects are divided into groups and only one project may be selected from each group. In addition, budget constraint for each time period must be considered. 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 suggested and tested on some examples.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
