A mixed R&D projects and securities portfolio selection model

European Journal of Operational Research

Volumn 185, Issue 2, 2008, Pages 700-715

  Fang, Yong ^a,b   Chen, Lihua ^c   Fukushima, Masao ^a  

^a KYOTO UNIVERSITY   (Japan)

^b INSTITUTE OF SYSTEMS SCIENCE   (China)

^c Peking University   (China)

Author keywords

Mixed integer stochastic programming problem; Portfolio selection; R D project portfolio selection; Semi absolute deviation risk function

Indexed keywords

APPROXIMATION THEORY; LINEAR PROGRAMMING; NUMERICAL METHODS; RISK ANALYSIS; SECURITY OF DATA; STOCHASTIC MODELS;

MIXED-INTEGER STOCHASTIC PROGRAMMING PROBLEM; PORTFOLIO SELECTION; R D PROJECT PORTFOLIO SELECTION; SEMI-ABSOLUTE DEVIATION RISK FUNCTION;

PROJECT MANAGEMENT;

EID: 34548830414     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.01.002     Document Type: Article

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