Note--A Note on Cord's Method of Allocating Funds to Investment Projects

In this note, we redefine and reinterpret Cord's risk constraint that will be used in selecting the optimal portfolio of investment projects. A sensitivity analysis is carried out via derivation of efficient sets of portfolios for different levels of investment. Also the theoretical foundations of the model are discussed.

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Year of publication:	1975
Authors:	Galai, D.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 21.1975, 12, p. 1466-1470
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.21.12.1466 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009218052