AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE

Detalhes bibliográficos
Autor(a) principal: Clemente,Thárcylla R.N.
Data de Publicação: 2015
Outros Autores: Almeida-Filho,Adiel Teixeira de
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Pesquisa operacional (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000300599
Resumo: ABSTRACT Brazil's location and tropical weather conditions are favourable cultivating sugarcane, which has led to Brazil being one of the world's largest producers of sugarcane. The influence of the sugarcane industry on its economy stands out among the indicators of Brazilian economic growth and because the diversified investment when planning the production of products derived from this sector is encouraged. The decision on which derivative (for example, crystal sugar, anhydrous ethanol, or hydrous ethanol) to produce from raw sugarcane can be modelled as an investment decision in a portfolio decision problem whenever a combination of these products is considered. As to the future price of these commodities, raw sugarcane is considered to be capital that should be invested. Thus, this paper puts forward a decision model which uses concepts from Decision Analysis and Bayesian Risk Analysis that may well assist the process of managing assets in the Brazilian sugarcane industry by considering the financial aspect when compiling a portfolio for planning production.
id SOBRAPO-1_5667505575b1abc830dcaff01283b32d
oai_identifier_str oai:scielo:S0101-74382015000300599
network_acronym_str SOBRAPO-1
network_name_str Pesquisa operacional (Online)
repository_id_str
spelling AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANEproduction planningportfolioBayesian risk analysissugarcane industry.ABSTRACT Brazil's location and tropical weather conditions are favourable cultivating sugarcane, which has led to Brazil being one of the world's largest producers of sugarcane. The influence of the sugarcane industry on its economy stands out among the indicators of Brazilian economic growth and because the diversified investment when planning the production of products derived from this sector is encouraged. The decision on which derivative (for example, crystal sugar, anhydrous ethanol, or hydrous ethanol) to produce from raw sugarcane can be modelled as an investment decision in a portfolio decision problem whenever a combination of these products is considered. As to the future price of these commodities, raw sugarcane is considered to be capital that should be invested. Thus, this paper puts forward a decision model which uses concepts from Decision Analysis and Bayesian Risk Analysis that may well assist the process of managing assets in the Brazilian sugarcane industry by considering the financial aspect when compiling a portfolio for planning production.Sociedade Brasileira de Pesquisa Operacional2015-12-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000300599Pesquisa Operacional v.35 n.3 2015reponame:Pesquisa operacional (Online)instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)instacron:SOBRAPO10.1590/0101-7438.2015.035.03.0599info:eu-repo/semantics/openAccessClemente,Thárcylla R.N.Almeida-Filho,Adiel Teixeira deeng2016-01-26T00:00:00Zoai:scielo:S0101-74382015000300599Revistahttp://www.scielo.br/popehttps://old.scielo.br/oai/scielo-oai.php||sobrapo@sobrapo.org.br1678-51420101-7438opendoar:2016-01-26T00:00Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)false
dc.title.none.fl_str_mv AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
title AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
spellingShingle AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
Clemente,Thárcylla R.N.
production planning
portfolio
Bayesian risk analysis
sugarcane industry.
title_short AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
title_full AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
title_fullStr AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
title_full_unstemmed AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
title_sort AN APPROACH TO FINANCIAL RISK IN A PORTFOLIO FOR PLANNING THE INDUSTRIAL PRODUCTION OF PRODUCTS DERIVED FROM SUGARCANE
author Clemente,Thárcylla R.N.
author_facet Clemente,Thárcylla R.N.
Almeida-Filho,Adiel Teixeira de
author_role author
author2 Almeida-Filho,Adiel Teixeira de
author2_role author
dc.contributor.author.fl_str_mv Clemente,Thárcylla R.N.
Almeida-Filho,Adiel Teixeira de
dc.subject.por.fl_str_mv production planning
portfolio
Bayesian risk analysis
sugarcane industry.
topic production planning
portfolio
Bayesian risk analysis
sugarcane industry.
description ABSTRACT Brazil's location and tropical weather conditions are favourable cultivating sugarcane, which has led to Brazil being one of the world's largest producers of sugarcane. The influence of the sugarcane industry on its economy stands out among the indicators of Brazilian economic growth and because the diversified investment when planning the production of products derived from this sector is encouraged. The decision on which derivative (for example, crystal sugar, anhydrous ethanol, or hydrous ethanol) to produce from raw sugarcane can be modelled as an investment decision in a portfolio decision problem whenever a combination of these products is considered. As to the future price of these commodities, raw sugarcane is considered to be capital that should be invested. Thus, this paper puts forward a decision model which uses concepts from Decision Analysis and Bayesian Risk Analysis that may well assist the process of managing assets in the Brazilian sugarcane industry by considering the financial aspect when compiling a portfolio for planning production.
publishDate 2015
dc.date.none.fl_str_mv 2015-12-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000300599
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000300599
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/0101-7438.2015.035.03.0599
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
dc.source.none.fl_str_mv Pesquisa Operacional v.35 n.3 2015
reponame:Pesquisa operacional (Online)
instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron:SOBRAPO
instname_str Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron_str SOBRAPO
institution SOBRAPO
reponame_str Pesquisa operacional (Online)
collection Pesquisa operacional (Online)
repository.name.fl_str_mv Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
repository.mail.fl_str_mv ||sobrapo@sobrapo.org.br
_version_ 1750318017823113216

Registros relacionados