Uncertain mean-variance model for project portfolio selection problem with divisibility

DOI10.3233/JIFS-169215zbMATH Open1376.91169OpenAlexW2617676273MaRDI QIDQ4598491FDOQ4598491

Authors: Xingmei Li, Zhiming Zhong, Youzhong Zhang, Yaxian Wang 

Publication date: 21 December 2017

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/jifs-169215

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zbMATH Keywords

uncertainty theorydivisibilityproject portfolio selectionuncertain mean-variance model

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cited In (4)

• New method of selecting efficient project portfolios in the presence of hybrid uncertainty
• Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility
• Managing underperformance risk in project portfolio selection
• Portfolio selection with second order uncertain dominance constraint

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