A critical analysis of quantitative techniques applied to investment problems
Date of Publication
1988
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Applied Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/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.
Abstract Format
html
Language
English
Format
Accession Number
TU07466
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
104 numb. leaves
Keywords
Programming (Mathematics); Investments; Break-even analysis; Mathematical optimization
Recommended Citation
Cruz, P. C., & Salazar, M. R. (1988). A critical analysis of quantitative techniques applied to investment problems. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/16318
