Using mean-Gini and stochastic dominance to choose project portfolios with parameter uncertainty
Year of publication: |
January-March 2017
|
---|---|
Authors: | Marcondes, Guilherme Augusto Barucke ; Leme, Rafael Coradi ; Leme, Marcela da Silveira ; Silva, Carlos Eduardo Sanches da |
Published in: |
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers. - Hoboken, NJ : [Verlag nicht ermittelbar], ISSN 0013-791X, ZDB-ID 240476-X. - Vol. 62.2017, 1, p. 33-53
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
-
Pun, Chi Seng, (2023)
-
Portfolio choice and asset pricing under model uncertainty
Wu, Lue, (2007)
-
Tail risk and robust portfolio decisions
Jin, Xing, (2021)
- More ...
-
Framework for integrated project portfolio selection and adjustment
Marcondes, Guilherme Augusto Barucke, (2019)
-
Integration of computer simulation in design for manufacturing and assembly
Silva, Carlos Eduardo Sanches da, (2014)
-
Overview on the technology roadmapping (TRM) literature : gaps and perspectives
Valério, Karollay Giuliani de Oliveira, (2021)
- More ...