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Vol 197
Pages:
107-112
Download volume:
RUS
Article

Modern instruments of quantitative risk analysis and risk assessment of innovation projects

Authors:
N. G. Privalov1
A. N. Kozlovskii2
V. N. Petrov3
About authors
  • 1 — Ph.D., Dr.Sci. professor National Mineral Resources University (University of Mines)
  • 2 — post-graduate student National Mineral Resources University (University of Mines)
  • 3 — Ph.D., Dr.Sci. professor Saint Petersburg State Forestry Engineering University
Date submitted:
2011-09-24
Date accepted:
2011-11-23
Date published:
2012-05-25

Abstract

The detailed analysis of quantitative methods of innovation projects’ risk assessment is made, the advantages and limits of several methods are shown. The possibilities of usage of the most modern methods of risk assessment, including real options method and method of multivariate fuzzy analysis, are characterized.

Область исследования:
(Archived) Economic problems and prospects of mineral and raw material sector of Russia
Keywords:
quantitative risk assessment probabilistic analysis expert assessment sensitivity analysis gaming simulation simulation modelling multivariate fuzzy analysis real options method
Go to volume 197

References

  1. Vilenskiy P.L., Livshiz V.N., Smoliak S.A. The assessment of investment projects efficiency. Theory and practice. Moscow, 2004 .
  2. Gracheva M.V. Risk management in innovation activities / M.V. Gracheva, S.U.Liapina. Moscow, 2010 .
  3. Derevianko P.M. The comparison of fuzzy and simulation modelling approach to the modelling of enterprise activity under conditions of uncertainty // Modern problems of economics and management of national economy. Saint Petersburg, 2005. Rel.14.
  4. Sergeev V.A. The foundations of innovation projecting: educational guidance / V.A.Ser geev, E.V.Kipcharskaya, D.K. Podimalo: Edit. by V.A.Sergeev. Ul ianovsk, 2006.
  5. Trubacheev E.V. The strategy of investment. Educationa l course. Moscow, 2010.
  6. Chernih E. Innovations as real options or planning of the unpredictable // Quality management. 2008. No 3

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