A fuzzy approach to R{\&}D project portfolio selection

DOI10.1016/j.ijar.2006.07.003zbMath1286.91146OpenAlexW2057826847MaRDI QIDQ881794

N. E. Zubov

Publication date: 18 May 2007

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2006.07.003

zbMATH Keywords

fuzzy numberpossibilistic meanpossibilistic variancereal option valuation

Mathematics Subject Classification ID

Mixed integer programming (90C11) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)

Related Items (17)

Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection ⋮ Managing Underperformance Risk in Project Portfolio Selection ⋮ A new optimization model for project portfolio selection under interval-valued fuzzy environment ⋮ Multiobjective project portfolio selection with fuzzy constraints ⋮ New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options ⋮ A clustering‐based review on project portfolio optimization methods ⋮ Fuzzy R\&D portfolio selection of interdependent projects ⋮ Optimal multinational capital budgeting under uncertainty ⋮ A new fuzzy model for multi-criteria project portfolio selection based on modified Kerre's inequality ⋮ Option-game approach to analyze technology innovation investment under fuzzy environment ⋮ Nearest interval, triangular and trapezoidal approximation of a fuzzy number preserving ambiguity ⋮ Fuzzy multiattribute evaluation of R&D projects using a real options valuation model ⋮ An inquiry into approximate operations on fuzzy numbers ⋮ A fuzzy approach for R\&D compound option valuation ⋮ An interval-based evolutionary approach to portfolio optimization of new product development projects ⋮ An alternative efficient representation for the project portfolio selection problem ⋮ Fuzzy optimization of option pricing model and its application in land expropriation

Cites Work

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• The pricing of options on an interval binomial tree. An application to the DAX-index option market
• A fuzzy approach to real option valuation
• The fuzzy mathematics of finance
• Patents as Options: Some Estimates of the Value of Holding European Patent Stocks
• Options, the Value of Capital, and Investment
• On possibilistic mean value and variance of fuzzy numbers

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