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The effects of including bankruptcy on dynamic investment decisions

Novak, Frank S. - In: Journal of agricultural and resource economics : JARE ; … 19 (1994) 2, pp. 255-266

Persistent link: https://www.econbiz.de/10001176311

Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty

Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989

Persistent link: https://www.econbiz.de/10011445359

Multi-period project portfolio selection under risk considerations and stochastic income

Tofighian, Ali Asghar; Moezzi, Hamid; Barfuei, Morteza … - In: Journal of industrial engineering international 14 (2018) 3, pp. 571-584

This paper deals with multi-period project portfolio selection problem. In this problem, the available budget is invested on the best portfolio of projects in each period such that the net profit is maximized. We also consider more realistic assumptions to cover wider range of applications than...

Persistent link: https://www.econbiz.de/10011887969

A Knightian irreversible investment problem

Ferrari, Giorgio; Li, Hanwu; Riedel, Frank - 2020

In this paper, we study an irreversible investment problem under Knightian uncertainty. In a general framework, in … investment plan, and derive necessary and sufficient conditions for optimality. This allows us to construct the optimal policy in … - where risk is driven by a geometric Brownian motion and Knightian uncertainty is realized through a so-called "k …

Persistent link: https://www.econbiz.de/10012198652

Modeling complex telecom investments : a system of systems approach

Tsilipanos, Kosmas; Neokosmidis, Ioannis; Varoutas, Dimitris - In: IEEE transactions on engineering management : EM 62 (2015) 4, pp. 631-642

Persistent link: https://www.econbiz.de/10011392670

Response surface methodology

Kleijnen, Jack P. C. - 2014

Persistent link: https://www.econbiz.de/10010387894

Managing underperformance risk in project portfolio selection

Hall, Nicholas G.; Long, Daniel Zhuoyu; Qi, Jin; Sim, Melvyn - In: Operations research 63 (2015) 3, pp. 660-675

Persistent link: https://www.econbiz.de/10011292938

Optimal information blending with measurements in the L2 sphere

Defourny, Boris; Ryzhov, Ilya O.; Powell, Warren B. - In: Mathematics of operations research 40 (2015) 4, pp. 1060-1088

Persistent link: https://www.econbiz.de/10011409051

Solving the value-at-risk minimisation model with linear programming techniques

Xu, Chunhui; Huang, Xiaolin; Huo, Yanli; Wang, Shuning - In: Asian journal of management science and applications : AJMSA 2 (2015/2016) 3, pp. 228-244

Persistent link: https://www.econbiz.de/10011713533

A risk averse approach to the capacity allocation problem in the airline cargo industry

Wada, Masato; Delgado, Felipe; Pagnoncelli, Bernardo K. - In: Journal of the Operational Research Society : OR 68 (2017) 6, pp. 643-651

Persistent link: https://www.econbiz.de/10011656840