Handout - Ch2

CHNG CHNG 2:2:KHKHI I U DU D NN

1. Hnh thnh d n2. nh gi v so snh la chn d n3. Phn tch ri ro

CCC GIAI OC GIAI ON HNH THN HNH THNH DNH D NN

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nh gi theo tng giaion s dng c hiuqu ngun lc ca DN

KHKHI NII NIM &M & NH NGHNH NGHA DA D NN

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Giai on nghin cu c hi u t

D n p ng nhu cu g?

D n c ph hp vi chuyn mn v chin lc cacng ty khng?

NGHIN CNGHIN CU TIU TIN KHN KH THITHI N lc u tin nhm nh gi trin vng chung ca

d n Cn duy tr cht lng thng tin nh nhau cho mi

bin ca d n Cn s dng thng tin th cp sn c Thng tin thin lch tt hn gi tr trung bnh

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NGHIN CNGHIN CU TIU TIN KHN KH THITHICh

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Phn tch th trng Phn tch k thut Phn tch ngun lc Phn tch ti chnh Phn tch kinh t Phn tch x hi Phn tch nhu cu c bn

Kh thi ti chnh, kinh t, xh?Bin/ ch tiu ch yu?Ngun ri ro?

NGHIN CNGHIN CU KHU KH THITHICh

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Tng cng nghin cu c bn Xc nh thm bin s Chi tit cc bin php hn ch ri ro

Kh thi ti chnh, kinh t, xh?Mc khng tin cy cabin/ ch tiu ch yu?C RQ thit k chi tit?

CCC LC LNH VNH VC PHN TC PHN TCHCH

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PHA N TCH X A HOI (SOCIAL ANALYSIS)

PHAN TCH NHU CAU C BAN (BASIC NEEDS ANALYSIS)

PHA N TCH KINH TE (ECONOMIC ANALYSIS)

PHA N TCH TAI CHNH (FINANCIAL ANALYSIS)

PT TH TR NG(MARKET ANALYSIS)

PT KY THUA T(TECHNICAL ANALYSIS)

PT NGUO N LC(RESOURCES ANALYSIS)

PHN TPHN TCH THCH TH TR TRNGNG

Nghin cu cc ngun nhu cu c bn, cht lngca th trng, gi c v s lng

Kt qu ca phn tch: D bo v s lng & gi cho sut tui th phn tch Thu, thu nhp khu, tr gi, cc quy nh chung, xu

hng cng ngh

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PHN TPHN TCH KCH K THUTHUTT Nghin cu cc yu cu v nhp lng cng gi c

i vi u t v vn hnh

Kt qu ca phn tch: Cng ngh & tui th ca d n S lng v chng loi nhp lng cn thit cho u t

v vn hnh Lao ng cn thit theo loi hnh v theo thi gian Gi nhp lng v cc ngun cung cp

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PHN TPHN TCH VCH V QUQUN L NGUN L NGUN LN LCC Cc nhu cu v qun l d n T chc c kh nng nhn c cc loi k nng

qun l cn thit B tr thi gian ca d n ph hp vi cht v lng

ca d n Cc mc lng cho cc loi k nng lao ng cn

thit Cc yu cu v nhn lc theo loi hnh ph hp vi

ngun sn c v thi gian biu ca d n

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PHN TPHN TCH TCH TI CHI CHNHNH Tng hp cc bin ti chnh v k thut t ba phn

tch u tin Thit lp bin dng dng tin t ca d n Xc nh cc bin ch yu i vi phn tch kinh t v

phn tch x hi Kt qu ca phn tch:

chc chn tng i ca cc bin ti chnh Cc ngun v chi ph ca vic ti tr? Cc yu cu v dng tin t ti thiu i vi mi thnh

vin tham gia Cn phi iu chnh iu g tha mn mi thnh vin

tham gia?

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PHN TPHN TCH KINH TCH KINH TXem xt d n di gc ton b quc gia l mtthc th hch ton.

KT QU CA PHN TCH khc bit gia gi tr ti chnh v gi tr kinh t i vi mi bin

s? Nguyn nhn ca nhng khc bit ny? Chng ta bit gi tr ca cc khc bit ny vi mc chc chn

nh th no? Nhm mbo tnh kh thi ca d n v mt kinh t, chng ta cn

phi tnh n cc loi tc ng ngoi ng no?

?CHAP THUAN

BAC BO

?

PHN TCH KINH TP

H

N

T

C

H

T

I

C

H

N

H

+

-

- +

PHN TPHN TCH X HCH X HI HAY PHN TI HAY PHN TCH CH PHN PHPHN PHII

Xc nh v lng ho cc tc ng ngoi kinh tca d n

Cc nh hng v thu nhp i vi cc loi nhmkhc nhau

nh hng ca nhng nhu cu c bn n cc khuvc c th

NH GINH GI & SO S& SO SNH LNH LA CHA CHN DN D NN

Phng php dng tin t chit gim

Phng php truyn thng

Phng php ra quyt nh a mc tiu

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PP. DNG TIPP. DNG TIN TN T CHICHIT GIT GIMM Phng php gi tr tng ng

Phng php sut thu li ni ti So snh IRR vi MARR So snh dng tin gia s

Phng php t s li ch/ chi ph T s B/C thng T s B/C sa i

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=

+=

n

tt

t

iCFNPV

0 )1(

PP. TRUYPP. TRUYN THN THNGNG

Thi gian b vn khong thi gian cn thit li ch thu c b chi

ph u t ban u Khng xt n sut chit khu

C xt n sut chit khu

im ha vn

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=

=+bvT

ttCFP

10

=

=

++

bvT

tt

t

iCFP

10)1(

BBI TOI TON A MN A MC TIUC TIU

Mc tiu c o bng th nguyn khc nhau

Cng lc tha mn nhiu mc tiu vi mc cngcao cng tt

Nu ti tha mn tt c cc mc tiu mc caonht cng lc???

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QUQU TRNH RQ A M TRNH RQ A MC TIUC TIU

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Bin quyt nh Hm mc tiu Rng buc

M hnh ton:

Quy hoch tuyn tnhQuy hoch ng

Quy hoch nguyn

Li gii tiu cho mimc tiu

Pht hin cc phng n khng b tri La chn phng n

M hnh phn cc Lit k v cho im RQ a yu t

Li ch chung Hiu qu - Chi ph Quy hoch tha hip PP. la chn

M HNH PHN CM HNH PHN CCC

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PP. LIPP. LIT K VT K V CHO I CHO IMM Gn trng s khc nhau cho cc mc tiu Cho im theo tng mc tiu Chn phng n c tng im cao nht

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Ch tiu (Criteria)Nhanh Nhiu Tt R

im 3 2 1 3 2 1 3 2 1 3 2 1 TngA X X X X 10

B X X X X 6

C X X X X 8

PP. RPP. RQ A YQ A YU TU T Xc nh tm quan trng tng i gia cc yu t

Lng gi cc yu t FEij

Tnh tng lng gi c trng s ca tng phng n

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10

PP. HIPP. HIU QUU QU VV CHI PHCHI PH

Phng php hiu qu khng i xc nh phng n c chi ph thp nht tha mn mc

li ch nu ra

Phng php chi ph khng i xc nh phng n thu c gi tr cao hn trn mi n

v chi ph

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PP. HIPP. HIU QUU QU VV CHI PHCHI PH

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PP. LPP. LI I CH CHUNGCH CHUNG

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Bi ton Max

ii

i

ijij

ijijij

ZZ

ZZb

minmax

min

= =

=

n

jijji xbMaxCU

1


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Bi ton Min

ii

i

ijij

ijijij

ZZ

ZZb

minmax

max

= =

=

n

jijji xbMaxCU

1

PP. QUY HOPP. QUY HOCH THCH THA HIA HIPP Xem xt s nh i gia 2 mc tiu

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Q (Z1Q, Z2Q) Nghim l tng

Zi1 Z1max

Z2max

Zi2

L1

Zij

ng nh i Min nghim tm thng

Min nghim khng kh thi

Nghim ti u

PP. QUY HOPP. QUY HOCH THCH THA HIA HIP (TT)P (TT) Khong cch Euclide cc mc tiu cng th nguyn

Khong cch chun ha:

Khong cch chun ha c xt n trng s mc tiu:

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( ) 21

2

1

=

=jijjQii

ZZLMin

21

2

1

2

minmax

= =j jj

ijjQii ZZ

ZZLMin

21

2

1

2

minmax

=

=j jj

jijjQii ZZ

ZZLMin

PP. LPP. LA CHA CHNN

Gip chn cc phng n tt hn S dng ton t sp hng R xc nh tp phng n khng b tri (Kernel)

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7

4

1

6 3

8 5

2

PHN TPHN TCH RCH RI ROI ROCc dng ri ro: Ri ro c tnh h thng

nh hng n ton b hot ng ca cc ngnh kinh t, cc d n

Ri ro khng c tnh h thng nh hng n mt s ngnh kinh t, mt s loi d n

Phn tch ri ro: Phn tch nhy Phn tch tnh hung Phn tch ri ro bng m phng

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PHN TPHN TCH CH NHNHYY Phn tch mc nhy cm ca cc kt qu khi c

s thay i gi tr ca mt/ mt s bin u vo

Gip tr li cu hi What If

Nhc im: Ch xem xt tng bin s Khng trnh by xc sut xut hin ca bin s v xc

sut xy ra ca kt qu

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PHN TPHN TCH TNH HUCH TNH HUNGNG Xem xt ng thi nh hng ca mt s bin n

kt qu d n Mt s tnh hung thng c phn tch

Tnh hung tt nht Tnh hung thng xy ra Tnh hung xu nht

Nhc im Kh nng cc gi tr tt nht/xu nht ca cc bin xy

ra ng thi l rt him Khng trnh by xc sut xut hin ca bin s v xc

sut xy ra ca cc kt qu

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PHN TPHN TCH RCH RI RO BI RO BNG M PHNG M PHNGNGBi ton n gin

Phng php gii tch

Bi ton phc tp Phng php m phng Monte Carlo

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PHN TPHN TCH RCH RI RO BI RO BNG M PHNG M PHNGNGPhng php m phng Monte Carlo

Xc nh bin ri ro, xc lp phn phi ca bin Xc nh m hnh m phng Thc hin m phng

ly ngu nhin gi tr cho bin u vo tnhkt qu

Phn tch kt qu gi tr k vng, lch chun, xc sut...

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Handout - Ch2

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