메뉴 건너뛰기




Volumn 3982 LNCS, Issue , 2006, Pages 918-927

A generalized fuzzy optimization framework for R&D project selection using real options valuation

Author keywords

[No Author keywords available]

Indexed keywords

FUZZY CONTROL; MARKETING; OPTIMIZATION; PROJECT MANAGEMENT; SOCIETIES AND INSTITUTIONS; SUSTAINABLE DEVELOPMENT;

EID: 33745931052     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11751595_96     Document Type: Conference Paper
Times cited : (13)

References (16)
  • 1
    • 0141792903 scopus 로고    scopus 로고
    • A fuzzy approach to real option valuation
    • Carlsson, C., Fullér, R.: A fuzzy approach to real option valuation. Fuzzy Sets and Systems 139 (2003) 297-312
    • (2003) Fuzzy Sets and Systems , vol.139 , pp. 297-312
    • Carlsson, C.1    Fullér, R.2
  • 2
    • 84977731487 scopus 로고
    • The valuation of sequential exchange opportunities
    • Carr, P.: The valuation of sequential exchange opportunities. The Journal of Finance 43 (1988) 1235-1256
    • (1988) The Journal of Finance , vol.43 , pp. 1235-1256
    • Carr, P.1
  • 3
    • 0001749529 scopus 로고
    • The options approach to capital investment
    • Dixit, A.K., Pindyck, R.S.: The options approach to capital investment. Harvard Business Review May-June (1995) 105-115
    • (1995) Harvard Business Review , vol.MAY-JUNE , pp. 105-115
    • Dixit, A.K.1    Pindyck, R.S.2
  • 4
    • 84944838936 scopus 로고
    • The American put option valued analytically
    • Geske, R., Johnson, H.E.: The American put option valued analytically. The Journal of Finance 39 (1984) 1511-1524
    • (1984) The Journal of Finance , vol.39 , pp. 1511-1524
    • Geske, R.1    Johnson, H.E.2
  • 5
    • 0001862777 scopus 로고    scopus 로고
    • Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
    • Inuiguchi, M., Ramik, J.: Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem. Fuzzy Sets and Systems 111 (2000) 3-28
    • (2000) Fuzzy Sets and Systems , vol.111 , pp. 3-28
    • Inuiguchi, M.1    Ramik, J.2
  • 6
    • 1642499999 scopus 로고    scopus 로고
    • An options approach to valuing expansion flexibility in flexible manufacturing system investments
    • Karsak, E.E., Özogul, C.O.: An options approach to valuing expansion flexibility in flexible manufacturing system investments. The Engineering Economist 47 (2002) 169-193
    • (2002) The Engineering Economist , vol.47 , pp. 169-193
    • Karsak, E.E.1    Özogul, C.O.2
  • 7
    • 4544374963 scopus 로고    scopus 로고
    • A fuzzy model for R&D project selection with benefit, outcome and resource interactions
    • Kuchta, D.: A fuzzy model for R&D project selection with benefit, outcome and resource interactions. The Engineering Economist 46 (2001) 164-180
    • (2001) The Engineering Economist , vol.46 , pp. 164-180
    • Kuchta, D.1
  • 8
    • 0034060740 scopus 로고    scopus 로고
    • Using analytic network process and goal programming for interdependent information system project selection
    • Lee, J.W., Kim, S.H.: Using analytic network process and goal programming for interdependent information system project selection. Computers & Operations Research 27 (2000) 367-382
    • (2000) Computers & Operations Research , vol.27 , pp. 367-382
    • Lee, J.W.1    Kim, S.H.2
  • 9
    • 0035645903 scopus 로고    scopus 로고
    • Valuation of R&D real American sequential exchange options
    • Lee, J., Paxson, D.A.: Valuation of R&D real American sequential exchange options. R&D Management 31 (2001) 191-201
    • (2001) R&D Management , vol.31 , pp. 191-201
    • Lee, J.1    Paxson, D.A.2
  • 10
    • 0023294984 scopus 로고
    • An extension of the analytic hierarchy process for industrial R&D project selection and resource allocation
    • Liberatore, M.: An extension of the analytic hierarchy process for industrial R&D project selection and resource allocation. IEEE Trans. Eng. Manage. 34 (1987) 12-18
    • (1987) IEEE Trans. Eng. Manage. , vol.34 , pp. 12-18
    • Liberatore, M.1
  • 11
    • 84977359121 scopus 로고
    • The value of an option to exchange one asset for another
    • Margrabe, W.: The value of an option to exchange one asset for another. The Journal of Finance 33 (1978) 177-186
    • (1978) The Journal of Finance , vol.33 , pp. 177-186
    • Margrabe, W.1
  • 12
    • 0036475969 scopus 로고    scopus 로고
    • R&D project selection using the analytic network process
    • Meade, L.M., Presley, A.: R&D project selection using the analytic network process. IEEE Trans. Eng. Manage. 49 (2002) 59-66
    • (2002) IEEE Trans. Eng. Manage. , vol.49 , pp. 59-66
    • Meade, L.M.1    Presley, A.2
  • 13
    • 0027694293 scopus 로고
    • A model for R&D project selection with combined benefit, outcome and resource interactions
    • Schmidt, R.L.: A model for R&D project selection with combined benefit, outcome and resource interactions. IEEE Trans. Eng. Manage. 40 (1993) 403-410
    • (1993) IEEE Trans. Eng. Manage. , vol.40 , pp. 403-410
    • Schmidt, R.L.1
  • 14
    • 33745885418 scopus 로고    scopus 로고
    • A fuzzy set approach for R&D portfolio selection using a real options valuation model
    • To appear
    • Wang, J., Hwang, W.-L.: A fuzzy set approach for R&D portfolio selection using a real options valuation model. To appear in Omega (2006)
    • (2006) Omega
    • Wang, J.1    Hwang, W.-L.2
  • 15
    • 0005638765 scopus 로고
    • Reduction of integer polynomial programming problems to zero-one linear programming problems
    • Watters, L.J.: Reduction of integer polynomial programming problems to zero-one linear programming problems. Operations Research 15 (1967) 1171-1174
    • (1967) Operations Research , vol.15 , pp. 1171-1174
    • Watters, L.J.1
  • 16
    • 0001215366 scopus 로고
    • Capital budgeting of interrelated projects: Survey and synthesis
    • Weingartner, H.M.: Capital budgeting of interrelated projects: survey and synthesis. Management Science 12 (1966) 485-516
    • (1966) Management Science , vol.12 , pp. 485-516
    • Weingartner, H.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.