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As técnicas de análise de risco na avaliação de investimentos
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O objetivo geral deste trabalho foi evidenciar a importância das técnicas de análise de risco para a elaboração de um melhor planeamento financeiro e controlo das decisões de
investimento. No enquadramento teórico procurou-se estudar vários conceitos e técnicas associadas à avaliação de investimentos e ao risco e incerteza na tomada de decisão. Para tal, realizou-se um estudo de caso sobre uma filial angolana de uma empresa portuguesa, que é um dos principais competidores nesse país na área das tecnologias de informação e de comunicação. Para além do estudo de viabilidade do projeto de investimento foram realizadas várias técnicas de análise do risco: análise de sensibilidade, criação de cenários e a simulação de Monte Carlo. Evidenciou-se que a utilização de tais técnicas, não só permite a identificação das variáveis mais importantes do projeto, como a obtenção de uma visão mais detalhada e com maior rigor da viabilidade económica e financeira do investimento a realizar
ABSTRACT: The general objective of this work was to highlight the importance of risk analysis methodologies for the elaboration of better financial planning and control of investment decisions. In the theoretical framework, we tried to study various concepts and techniques associated with the evaluation of investments and the risk and uncertainty in decision making. To this end, a case study was conducted on an Angolan subsidiary of a Portuguese company, which is one of the main competitors in that country in the industry of information and communication technologies. In addition to the feasibility study of the investment project, several risk analysis techniques were performed: sensitivity analysis, scenario creation and Monte Carlo simulation. It was shown that the use of such techniques not only allows the identification of the most important project variables, but also gives a more detailed and accurate view of the economic and financial viability of the investment to be made.
ABSTRACT: The general objective of this work was to highlight the importance of risk analysis methodologies for the elaboration of better financial planning and control of investment decisions. In the theoretical framework, we tried to study various concepts and techniques associated with the evaluation of investments and the risk and uncertainty in decision making. To this end, a case study was conducted on an Angolan subsidiary of a Portuguese company, which is one of the main competitors in that country in the industry of information and communication technologies. In addition to the feasibility study of the investment project, several risk analysis techniques were performed: sensitivity analysis, scenario creation and Monte Carlo simulation. It was shown that the use of such techniques not only allows the identification of the most important project variables, but also gives a more detailed and accurate view of the economic and financial viability of the investment to be made.
Descrição
Palavras-chave
Avaliação de investimentos Risco Técnicas de análise do risco Investment evaluation Risk Risk analysys Analysis techniques
Contexto Educativo
Citação
TEIXEIRA, Nuno (2019) - As técnicas de análise de risco na avaliação de investimentos = Risk analysis techniques in investment assessment. GESTIN. ISSN 1645-2534. Ano 15, nº 18/19, p. 229-253.
Editora
Escola Superior de Gestão de Idanha-a-Nova