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

DOI10.3233/JIFS-169215MaRDI QIDQ4598491zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

divisibilityproject portfolio selectionuncertain mean-variance modeluncertainty theory

Mathematics Subject Classification ID

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

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• New method of selecting efficient project portfolios in the presence of hybrid uncertainty
• Portfolio selection with second order uncertain dominance constraint

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