The Simulation Approach to Sensitivity Analysis of Internal Rate of Return of the Investment Project

Authors

  • Мария Вячеславовна Коростелева St. Petersburg State University, 7–9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation https://orcid.org/0000-0002-5076-7192

Abstract

This paper is devoted to determination of the influence of different factors on the internal rate of return change for the purposes of evaluating of the project stability and hence of the project risk level.

Keywords:

investment project, sensitivity analysis, internal rate of return, cash flow

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Author Biography

Мария Вячеславовна Коростелева, St. Petersburg State University, 7–9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation

кандидат экономических наук, доцент

References

Литература на русском языке

Воронцовский А. В. Инвестиции и финансирование: методы оценки и обоснования. СПб., 2003.

Воронцовский А. В. Управление рисками. СПб., 2005.

Ковалев В.В. Введение в финансовый менеджмент. М., 2005.

Коростелева М. В. Некоторые методы анализа чувствительности внутренней нормы доходности инвестиционного проекта // Вестн. С.-Петерб. ун-та. Сер. 5: Экономика. 2007. Вып. 3. С. 145–152.


References in Latin Alphabet

Weston J. E., Copeland T.E. Managerial Finance. Orlando: The Dryden Press, 1989.


Translation of references in Russian into English

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Published

2011-06-30

How to Cite

Коростелева, М. В. (2011). The Simulation Approach to Sensitivity Analysis of Internal Rate of Return of the Investment Project. St Petersburg University Journal of Economic Studies, (2), 096–104. Retrieved from https://economicsjournal.spbu.ru/article/view/2839

Issue

No. 2 (2011)

Section

Mathematical models in economics

License

Articles of the St Petersburg University Journal of Economic Studies are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.