The Value of Information in Portfolio Problems with Dependent Projects

DOI10.1287/deca.2013.0277zbMath1398.91505MaRDI QIDQ4691972

Jo Eidsvik, Debarun Bhattacharjya, Tapan Mukerji

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a5571a1d4f76548542f5700fbcb6ee8e72c91c5d

zbMATH Keywords

value of information; portfolio decision analysis; portfolio problem; probabilistic dependence; spatial decision making; dependent projects

Mathematics Subject Classification ID

91B06: Decision theory

91G10: Portfolio theory

Related Items

The Value of Information in Some Variations of the Stopping Problem, Value of Global Catastrophic Risk (GCR) Information: Cost-Effectiveness-Based Approach for GCR Reduction, The value of information for correlated GLMs, Value of information of time-lapse seismic data by simulation-regression: comparison with double-loop Monte Carlo, Simulation-regression approximations for value of information analysis of geophysical data

Uses Software

• EnviroStat

Cites Work

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• Components of Portfolio Value of Information
• Limits for the Precision and Value of Information from Dependent Sources