Design/methodology/approach: Research and development (R&D) activities are crucial if companies are to adapt to technology changes, but budget constraints and limited resources often force companies to select a subset of candidate projects through portfolio selection techniques. However,...

Forecasting portfolio risk requires both, estimation of marginal return distributions for individual assets and the dependence structure of returns as well. In this paper, we concentrate on Value at Risk as a popular risk measure and combine elliptical copulas with time varying Dynamic...

Variety release decisions involve a number of tradeoffs, usually between grower and end-user characteristics as well as significant uncertainties about agronomic, quality, and economic variables. In this study, methodologies were developed to value tradeoffs for grower and end-user...

Variety release decisions involve a number of tradeoffs, usually between grower and end-user characteristics as well as significant uncertainties about agronomic, quality, and economic variables. In this study, methodologies were developed to value tradeoffs for grower and end-user...