مرکز منطقه ای اطلاع رساني علوم و فناوري - A mixed R&D projects and securities portfolio selection model

Title of article :

A mixed R&D projects and securities portfolio selection model

Author/Authors :

Yong Fang، نويسنده , , Lihua Chen، نويسنده , , Masao Fukushima، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

700

To page :

715

Keywords :

Portfolio Selection , Semi-absolute deviation risk function , R&D project portfolio selection , Mixed-integer stochastic programmingproblem

Journal title :

European Journal of Operational Research

Serial Year :

2008

Journal title :

European Journal of Operational Research

Record number :

217340

Link To Document :