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Generalized economic model, risk analysis framework and decision support system for the analysis and evaluation of capital investment projects.

机译：用于资本投资项目分析和评估的通用经济模型，风险分析框架和决策支持系统。

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摘要

The goal of this thesis is to contribute to the knowledge base for making high quality decisions about capital investment projects. To achieve this goal, a generalized economic model, risk analysis framework, and decision support system for the evaluation and risk analysis of capital investment projects are developed.; Capital investment projects are a feature of several industries, markets and business sectors. These markets and business sectors have different characteristics and require the use of a variety of methods in preparing estimates and forecasts. An objective of the thesis deals with modeling such diversity. To achieve this objective, a generalized economic model is developed with a multipurpose hierarchical network-based time function structure. The model structure is organized in four components reflecting four classification domains in capital investment projects namely, capital expenditure, revenue, operation and maintenance, and project financing. The basic elements in a component are called constructs. Each construct represents a cash flow that has the same classification type of the component and consequently inherits its properties and methods. With the generalized economic model, a project economic structure can be formulated with any required properties and methods. The generalized model embraces a broad range of periodic and cumulative cash flows and performance measures such as net present value, internal rate of return, total costs life cycle cost, total revenues, debt service coverage ratio, loan life cover ratio, and benefit cost ratios.; To model the uncertainties inherent in the estimates of variables and economic indicators of capital investment projects, a risk analysis framework is introduced. The framework uses an analytical two- and four-moment approach that directly derives the four moments of the performance measures in the generalized model regardless of how complicated their economic structure might be. A rigorous and expanded derivation for the four moments of a system function is introduced for the framework in order to enhance the accuracy over the standard moment approach. Considerable flexibility in terms of several types of methods, e.g. percentile values, moments, and full probability distribution is introduced for modeling the uncertainty of variables in the generalized model. This provides flexibility over the simulation risk analysis approach that works only with full probability distributions.; A practical implementation of the generalized model and the risk analysis framework through a decision support system, called Evaluator, is presented. The system has three components: data, model, and interface/dialogue components and makes use of existing software tools. (Abstract shortened by UMI.)
机译：本文的目的是为基础知识做出高质量的资本投资项目决策做出贡献。为了实现这一目标，开发了用于资本投资项目评估和风险分析的通用经济模型，风险分析框架和决策支持系统。资本投资项目是多个行业，市场和商业部门的特色。这些市场和商业部门具有不同的特征，需要使用多种方法来准备估计和预测。本文的目的是对这种多样性进行建模。为了实现此目标，开发了一种通用的经济模型，该模型具有基于多功能分层网络的时间函数结构。模型结构由四个部分组成，反映了资本投资项目中的四个分类域，即资本支出，收入，运营和维护以及项目融资。组件中的基本元素称为构造。每个构造体表示现金流量，该现金流量具有相同的组件分类类型，因此继承其属性和方法。使用广义的经济模型，可以用任何所需的属性和方法来制定项目经济结构。广义模型包含广泛的定期和累计现金流量以及绩效指标，例如净现值，内部收益率，总成本生命周期成本，总收入，偿债覆盖率，贷款生命覆盖率和收益成本率。;为了对资本投资项目变量和经济指标的估计中固有的不确定性建模，引入了风险分析框架。该框架使用分析的两时和四时方法，可以直接得出广义模型中绩效指标的四个时刻，而不管其经济结构有多复杂。针对框架引入了针对系统功能的四个矩的严格且扩展的推导，以提高标准矩方法的准确性。在几种类型的方法方面具有相当大的灵活性，例如引入百分位值，矩和全概率分布，以对广义模型中变量的不确定性进行建模。这为仅适用于全部概率分布的模拟风险分析方法提供了灵活性。提出了通过称为“评估程序”的决策支持系统对广义模型和风险分析框架进行的实际实现。该系统具有三个组件：数据，模型和接口/对话组件，并使用现有的软件工具。 （摘要由UMI缩短。）

著录项

  • 作者

    Abdel-Aziz, Ahmed Mohamed.;

  • 作者单位

    The University of British Columbia (Canada).;

  • 授予单位 The University of British Columbia (Canada).;
  • 学科 Business Administration Management.; Economics Commerce-Business.; Engineering Industrial.
  • 学位 Ph.D.
  • 年度 2000
  • 页码 489 p.
  • 总页数 489
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 贸易经济;贸易经济;一般工业技术;
  • 关键词

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