PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY

Detalhes bibliográficos
Autor(a) principal: Figueiredo Correia Neto, Jocildo
Data de Publicação: 2013
Outros Autores: de Moura, Heber José, Arruda Cavalcante Forte, Sérgio Henrique
Tipo de documento: Artigo
Idioma: por
Título da fonte: REAd (Porto Alegre. Online)
Texto Completo: https://seer.ufrgs.br/index.php/read/article/view/44231
Resumo: One way of evaluating the cash flow projections, considering the risks is using simulations based on the Monte Carlo (MMC). This methodology generates random figures for the expected revenue, based on the premises adopted. After the generation of each event, the present liquid value of the cash flow, generated in a distribution of accumulated frequency, so that the occurrence of probability could be done. This probability methodology has the advantage of considering the risk associated with the act of projection and measure such risk through the standard average deviation of the present liquid generated in each event. This article presents this methodology theoretically and is applied in a case-study for a commercial company. The conclusion of this article is a diagnosis of the business financial viability, under the point operational view. 
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spelling PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGYMODELO PRÁCTICO DE PREVISIÓN DE FLUJO DE CAJA OPERACIONAL PARA EMPRESAS COMERCIALES CONSIDERANDO LOS EFECTOS DEL RIESGO, A TRAVÉS DEL MÉTODO DE MONTE CARLOMODELO PRÁTICO DE PREVISÃO DE FLUXO DE CAIXA OPERACIONAL PARA EMPRESAS COMERCIAIS CONSIDERANDO OS EFEITOS DO RISCO, ATRAVÉS DO MÉTODO DE MONTE CARLOCash FlowProjectionRisk ManagementMonte Carlo MethodologyFluxo de caixaprojeçãogerenciamento de riscoMétodo de Monte Carloflujo de cajaproyeccióngerenciamento de riesgoMétodo de Monte CarloOne way of evaluating the cash flow projections, considering the risks is using simulations based on the Monte Carlo (MMC). This methodology generates random figures for the expected revenue, based on the premises adopted. After the generation of each event, the present liquid value of the cash flow, generated in a distribution of accumulated frequency, so that the occurrence of probability could be done. This probability methodology has the advantage of considering the risk associated with the act of projection and measure such risk through the standard average deviation of the present liquid generated in each event. This article presents this methodology theoretically and is applied in a case-study for a commercial company. The conclusion of this article is a diagnosis of the business financial viability, under the point operational view. Una forma de se efectuaren proyecciones de flujos de caja considerando riesgo es utilizar simulaciones basadas en el Método de Monte Carlo (MMC). Ese método genera números aleatorios para las recetas previstas, basados en premisas adoptadas. Despues la generación de cada evento, se coloca el valor presente líquido del flujo de caja generado en una distribución de frecuencia acumulada, a fin de verificar su probabilidad de ocurrencia. Ese método probabilístico tiene el ventaja de considerar el riesgo asociado al acto de proyección y mensurarlo a través del cálculo del desvío padrón de las medias de los valores presentes líquidos generados en cada evento. Ese artículo presenta ese método teoricamente y lo aplica en un estudio de caso para una empresa comercial. La conclusión del artículo es un diagnóstico de la viabilidad financera del negocio, bajo el punto de vista operacional.Uma forma de se efetuarem projeções de fluxos de caixa considerando risco é utilizar simulações baseadas no Método de Monte Carlo (MMC). Esse método gera números aleatórios para as receitas previstas, baseados em premissas adotadas. Após a geração de cada evento, coloca-se o valor presente líquido do fluxo de caixa gerado em uma distribuição de freqüência acumulada, a fim de verificar sua probabilidade de ocorrência. Esse método probabilístico tem a vantagem de considerar o risco associado ao ato de projeção e mensurá-lo através do cálculo do desvio padrão das médias dos valores presentes líquidos gerados em cada evento. Esse artigo apresenta esse método teoricamente e aplica-o em um estudo de caso para uma empresa comercial. A conclusão do artigo é um diagnóstico da viabilidade financeira do negócio, sob o ponto de vista operacional.Universidade Federal do Rio Grande do Sul2013-12-16info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionscientific articleartículo científicoAvaliado pelos paresartigo científicoapplication/pdfhttps://seer.ufrgs.br/index.php/read/article/view/44231Electronic Review of Administration; Vol. 8 No. 3 (2002): Edição 27 - Mai/Jun 2002Revista Electrónica de Administración; Vol. 8 Núm. 3 (2002): Edição 27 - Mai/Jun 2002Revista Eletrônica de Administração; v. 8 n. 3 (2002): Edição 27 - Mai/Jun 20021413-23111980-4164reponame:REAd (Porto Alegre. Online)instname:Universidade Federal do Rio Grande do Sul (UFRGS)instacron:UFRGSporhttps://seer.ufrgs.br/index.php/read/article/view/44231/27782Figueiredo Correia Neto, Jocildode Moura, Heber JoséArruda Cavalcante Forte, Sérgio Henriqueinfo:eu-repo/semantics/openAccess2013-12-18T16:47:27Zoai:seer.ufrgs.br:article/44231Revistahttp://seer.ufrgs.br/index.php/read/indexPUBhttps://seer.ufrgs.br/read/oaiea_read@ufrgs.br1413-23111413-2311opendoar:2013-12-18T16:47:27REAd (Porto Alegre. Online) - Universidade Federal do Rio Grande do Sul (UFRGS)false
dc.title.none.fl_str_mv PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
MODELO PRÁCTICO DE PREVISIÓN DE FLUJO DE CAJA OPERACIONAL PARA EMPRESAS COMERCIALES CONSIDERANDO LOS EFECTOS DEL RIESGO, A TRAVÉS DEL MÉTODO DE MONTE CARLO
MODELO PRÁTICO DE PREVISÃO DE FLUXO DE CAIXA OPERACIONAL PARA EMPRESAS COMERCIAIS CONSIDERANDO OS EFEITOS DO RISCO, ATRAVÉS DO MÉTODO DE MONTE CARLO
title PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
spellingShingle PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
Figueiredo Correia Neto, Jocildo
Cash Flow
Projection
Risk Management
Monte Carlo Methodology
Fluxo de caixa
projeção
gerenciamento de risco
Método de Monte Carlo
flujo de caja
proyección
gerenciamento de riesgo
Método de Monte Carlo
title_short PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
title_full PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
title_fullStr PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
title_full_unstemmed PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
title_sort PRACTICAL MODEL FOR PREDICTION OF OPERATIONAL CASH FLOW FOR COMMERCIAL COMPANIES, CONSIDERING THE RISK EFFECTS, THROUGH THE MONTE CARLO METHODOLOGY
author Figueiredo Correia Neto, Jocildo
author_facet Figueiredo Correia Neto, Jocildo
de Moura, Heber José
Arruda Cavalcante Forte, Sérgio Henrique
author_role author
author2 de Moura, Heber José
Arruda Cavalcante Forte, Sérgio Henrique
author2_role author
author
dc.contributor.author.fl_str_mv Figueiredo Correia Neto, Jocildo
de Moura, Heber José
Arruda Cavalcante Forte, Sérgio Henrique
dc.subject.por.fl_str_mv Cash Flow
Projection
Risk Management
Monte Carlo Methodology
Fluxo de caixa
projeção
gerenciamento de risco
Método de Monte Carlo
flujo de caja
proyección
gerenciamento de riesgo
Método de Monte Carlo
topic Cash Flow
Projection
Risk Management
Monte Carlo Methodology
Fluxo de caixa
projeção
gerenciamento de risco
Método de Monte Carlo
flujo de caja
proyección
gerenciamento de riesgo
Método de Monte Carlo
description One way of evaluating the cash flow projections, considering the risks is using simulations based on the Monte Carlo (MMC). This methodology generates random figures for the expected revenue, based on the premises adopted. After the generation of each event, the present liquid value of the cash flow, generated in a distribution of accumulated frequency, so that the occurrence of probability could be done. This probability methodology has the advantage of considering the risk associated with the act of projection and measure such risk through the standard average deviation of the present liquid generated in each event. This article presents this methodology theoretically and is applied in a case-study for a commercial company. The conclusion of this article is a diagnosis of the business financial viability, under the point operational view. 
publishDate 2013
dc.date.none.fl_str_mv 2013-12-16
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
scientific article
artículo científico
Avaliado pelos pares
artigo científico
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://seer.ufrgs.br/index.php/read/article/view/44231
url https://seer.ufrgs.br/index.php/read/article/view/44231
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://seer.ufrgs.br/index.php/read/article/view/44231/27782
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Federal do Rio Grande do Sul
publisher.none.fl_str_mv Universidade Federal do Rio Grande do Sul
dc.source.none.fl_str_mv Electronic Review of Administration; Vol. 8 No. 3 (2002): Edição 27 - Mai/Jun 2002
Revista Electrónica de Administración; Vol. 8 Núm. 3 (2002): Edição 27 - Mai/Jun 2002
Revista Eletrônica de Administração; v. 8 n. 3 (2002): Edição 27 - Mai/Jun 2002
1413-2311
1980-4164
reponame:REAd (Porto Alegre. Online)
instname:Universidade Federal do Rio Grande do Sul (UFRGS)
instacron:UFRGS
instname_str Universidade Federal do Rio Grande do Sul (UFRGS)
instacron_str UFRGS
institution UFRGS
reponame_str REAd (Porto Alegre. Online)
collection REAd (Porto Alegre. Online)
repository.name.fl_str_mv REAd (Porto Alegre. Online) - Universidade Federal do Rio Grande do Sul (UFRGS)
repository.mail.fl_str_mv ea_read@ufrgs.br
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