Components of portfolio value of information

DOI10.1287/DECA.2013.0267MaRDI QIDQ2960220zbMATH OpenOpenAlexFDO

Authors Kun Zan, J. Eric Bickel

Publication date 8 February 2017

Published in Decision Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/deca.2013.0267

zbMATH Keywords

decision analysisportfolio decision analysispracticevalue of information

Mathematics Subject Classification ID

Decision theory (91B06) Economics of information (91B44) Cognitive psychology (91E10)

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Cites work

• scientific article; zbMATH DE number 870558 (Why is no real title available?)
• Portfolio decision analysis. Improved methods for resource allocation.

Cited in

(4)

• The value of assessing weights in multi-criteria portfolio decision analysis
• The value of information in portfolio problems with dependent projects
• Friction and Decision Rules in Portfolio Decision Analysis
• A new methodology to support wind investment decision: a combination of natural language processing and Monte Carlo option pricing technique

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