A critical analysis of quantitative techniques applied to investment problems

This thesis presents a critical analysis of quantitative techniques applied to investment problems. Investment without our knowledge, requires not only our own intuition and feeling, but also techniques or approaches in which there is a variety. In evaluating investment proposals, we considered disc...

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Bibliographic Details
Main Authors: Cruz, Pamela C., Salazar, Mary Lee R.
Format: text
Language:English
Published: Animo Repository 1988
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/16318
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Institution: De La Salle University
Language: English
Description
Summary:This thesis presents a critical analysis of quantitative techniques applied to investment problems. Investment without our knowledge, requires not only our own intuition and feeling, but also techniques or approaches in which there is a variety. In evaluating investment proposals, we considered discussing different techniques such as the Payback Method, the Net Present Value Method and the Break-Even Analysis. However, more analytical approaches were considered and we classified the investment criteria as follows: a) investment under certainty wherein we discussed quantitative techniques such as the Linear Programming model, Integer Programming model, Zero-One Programming model and the Dynamic Programming model and b) investment under risk and uncertainty wherein we discussed about the Actuarial Approach, Utility Function, Simulation and Stochastic Investment problem. The researchers provided the theoretical significance, as well as applications of the each analytical approaches mentioned above, though we limited our applications to Western examples only as there is a lack of resources as of the moment regarding Philippine applications. The limitations we had in this study brought us into the conclusion that there is really a need to study further the research in order to discover more analytical and systematic approaches in investment that could result to a more accurate outcome and end.