Modeling international investment decisions for financial holding companies
From MaRDI portal
Publication:869623
DOI10.1016/J.EJOR.2006.02.038zbMath1123.91030OpenAlexW1974624876MaRDI QIDQ869623
Amy J. C. Trappey, Tsui-Yii Shih, Charles V. Trappey
Publication date: 8 March 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.02.038
integer programmingfinancial holding companiesinternationalization process modelinvestment decision modelmarket commitmentmarket knowledge
Cites Work
- Unnamed Item
- Some extensions of Luce's measures of risk
- An axiomatic theory of conjoint, expected risk
- Risk-value models
- Financial planning via multi-stage stochastic optimization.
- One-Switch Utility Functions and a Measure of Risk
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Curvature of the Probability Weighting Function
- A Standard Measure of Risk and Risk-Value Models
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- Risk, Return, and Utility
- Risk Aversion in the Small and in the Large
This page was built for publication: Modeling international investment decisions for financial holding companies