Risk assessment in investment project

Authors

  • Anastasia Leonidovna Tkachenko Omsk State Technical University, Omsk, Russia
  • Olga Gennadievna Sheveleva Omsk State Technical University, Omsk, Russia

DOI:

https://doi.org/10.25206/2542-0488-2019-4-2-140-145

Keywords:

risk, investment risk, project uncertainty, simulation modeling, economic efficiency, Monte-Carlo method

Abstract

The purpose of the study is to analyze the existing methods of assessing risk and uncertainty when making decisions about investing, to illustrate the application of one of the considered methods, the Monte-Carlo method, and to analyze the results
obtained during the application of the method. The authors proposed the use of descriptive statistics to evaluate the results of investment risk simulation. As a result of the study, existing risk assessment and uncertainty methods are analyzed when
deciding on investment, a Monte-Carlo simulation is performed using Microsoft Excel, and the results are analyzed using the Descriptive Statistics tool.

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Author Biographies

Anastasia Leonidovna Tkachenko, Omsk State Technical University, Omsk, Russia

Graduate student of Computer Science and Computing Department, Assistant of Mathematical Methods and Information Technologies in Economics Department.

Olga Gennadievna Sheveleva, Omsk State Technical University, Omsk, Russia

Senior Lecturer of Mathematical Methods and Information Technologies in Economics Department.

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Abstract views: 8

Published

2019-05-22

How to Cite

Tkachenko . А. Л., & Sheveleva О. Г. (2019). Risk assessment in investment project. Omsk Scientific Bulletin. Series Society. History. Modernity, 4(2), 140–145. https://doi.org/10.25206/2542-0488-2019-4-2-140-145

Issue

Vol. 4 No. 2 (2019)

Section

Economy

License

Non-exclusive rights to the article are transferred to the journal in full accordance with the Creative Commons License BY-NC-SA 4.0 «Attribution-NonCommercial-ShareAlike 4.0 Worldwide License (CC BY-NC-SA 4.0»)

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