Valuation of project portfolios: an endogenously discounted method

DOI10.1016/J.EJOR.2010.03.015zbMath1188.90136OpenAlexW2039030564MaRDI QIDQ976505

Gintaras V. Reklaitis, Juan C. Zapata

Publication date: 11 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.03.015

zbMATH Keywords

portfolioprojectssimulationdecision analysisfinancereal options analysis

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

Related Items (2)

Real options in operations research: a review ⋮ Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach

Cites Work

• Project options valuation with net present value and decision tree analysis
• A real options approach to project management
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis
• Option pricing: A simplified approach

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