Optimal project portfolio selection with carryover constraint

DOI10.1057/JORS.2008.104zbMath1196.91053OpenAlexW1993656881MaRDI QIDQ4933650

Cigdem Z. Gurgur

Publication date: 14 October 2010

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.2008.104

zbMATH Keywords

stochastic programmingdecision analysiscapital budgetingmulti-attribute utility theory

Mathematics Subject Classification ID

Stochastic programming (90C15) Utility theory (91B16) Portfolio theory (91G10)

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