Geodesic
Set-valued characteristics of investments
Matematičeskoe modelirovanie, Tome 16 (2004) no. 2, pp. 87-92

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The inner rate of return (IRR) is the important characteristic of the investment projects. At doubtless advantages (independence of exogenous factors and adequate functional properties) this characteristic has also a lot of lacks (it does not always exist; it is applicable only at the stable discount rate). The set-valued clones of IRR are offered in the paper: the set of coefficients of accumulation when the project is profitable and the set of bank policies (vectors of discount factors) with the same property. The appropriate order relations of the investments are entered. The statistical experiment is spent; as a result the estimates of probabilities of comparability of the projects by the entered criteria are placed. 
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     author = {E. M. Bronshtein and Yu. F. Akhmetova},
     title = {Set-valued characteristics of investments},
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E. M. Bronshtein; Yu. F. Akhmetova. Set-valued characteristics of investments. Matematičeskoe modelirovanie, Tome 16 (2004) no. 2, pp. 87-92. http://geodesic.mathdoc.fr/item/MM_2004_16_2_a6/