A robust algorithm for project portfolio selection problem using real options valuation
Mahsa Montajabiha, Alireza Arshadi Khamseh, Behrouz Afshar-Nadjafi
| Year of publication: |
2017
|
|---|---|
| Authors: | Montajabiha, Mahsa ; Khamseh, Alireza Arshadi ; Afshar-Nadjafi, Behrouz |
| Published in: |
International journal of managing projects in business. - Bingley [u.a.] : Emerald, ISSN 1753-8378, ZDB-ID 2473959-5. - Vol. 10.2017, 2, p. 386-403
|
| Subject: | Uncertainty | Robust optimization | Research and development | Integer programming | N-fold compound options | Project portfolio selection | Portfolio-Management | Portfolio selection | Realoptionsansatz | Real options analysis | Mathematische Optimierung | Mathematical programming | Projektmanagement | Project management | Robustes Verfahren | Robust statistics | Optionspreistheorie | Option pricing theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Ganzzahlige Optimierung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJMPB-12-2015-0114 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704706