The internal rate of return of fuzzy cash flows.

Autores: Loredana Biacino, M. Rosaria Simonelli
Localización: Stochastica: revista de matemática pura y aplicada, ISSN 0210-7821, Vol. 13, Nº. 1, 1992, págs. 13-22
Idioma: inglés
Títulos paralelos:
- La tasa interna de retorno de flujos difusos de efectivo.
Enlaces
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Resumen
- An internal rate of return (IRR) of an investment or financing project with cash flow (a0,a1,a2,...,an) is usually defined as a rate of interest r such that a0 + a1(1 + r)-1 + ... + an(1 + r)-n = 0.
  
  If the cash flow has one sign change then the previous equation has a unique solution r > -1.
  
  Generally the IRR technique does not extend to fuzzy cash flows, as it can be seen with examples (see [2]). In this paper we show that under suitable hypothesis a unique fuzzy IRR exists for a fuzzy cash flow.