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|a (JST)25146931
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|a eng
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|a Gustafsson, Janne
|e verfasserin
|4 aut
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|a Contingent Portfolio Programming for the Management of Risky Projects
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|c 2005
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|a Methods for selecting a research and development (R&D) project portfolio have attracted considerable interest among practitioners and academics. This notwithstanding, the industrial uptake of these methods has remained limited, partly because of the difficulties of capturing relevant concerns in R&D portfolio management. Motivated by these difficulties, we develop contingent portfolio programming (CPP), which extends earlier approaches in that it (i) uses states of nature to capture exogenous uncertainties, (ii) models resources through dynamic state variables, and (iii) provides guidance for the selection of an optimal project portfolio that is compatible with the decision maker's risk attitude. Although CPP is presented here in the context of R&D project portfolios, it is applicable to a variety of investment problems where the dynamics and interactions of investment opportunities must be accounted for.
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|a Copyright 2005 INFORMS
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|a Research and development: project selection
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|a Decision analysis: theory
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|a Programming: linear, applications
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|a Decision Analysis
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|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Decision making
|x Decision analysis
|x Decision trees
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|a Mathematics
|x Pure mathematics
|x Discrete mathematics
|x Number theory
|x Numbers
|x Real numbers
|x Rational numbers
|x Integers
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial management
|x Portfolio management
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial management
|x Financial risk
|x Investment risk
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|a Economics
|x Macroeconomics
|x Aggregate economy
|x Supply and demand
|x Supply
|x Surplus
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|a Applied sciences
|x Computer science
|x Computer programming
|x Mathematical programming
|x Nonlinear programming
|x Objective functions
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial analysis
|x Risk management
|x Risk aversion
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|a Business
|x Business economics
|x Corporate finance
|x Cash flow
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|a Biological sciences
|x Ecology
|x Applied ecology
|x Environmental management
|x Natural resource management
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial investments
|x Financial portfolios
|x Investment portfolios
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|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Decision making
|x Decision analysis
|x Decision trees
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|
4 |
|a Mathematics
|x Pure mathematics
|x Discrete mathematics
|x Number theory
|x Numbers
|x Real numbers
|x Rational numbers
|x Integers
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|
4 |
|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial management
|x Portfolio management
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial management
|x Financial risk
|x Investment risk
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|
4 |
|a Economics
|x Macroeconomics
|x Aggregate economy
|x Supply and demand
|x Supply
|x Surplus
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650 |
|
4 |
|a Applied sciences
|x Computer science
|x Computer programming
|x Mathematical programming
|x Nonlinear programming
|x Objective functions
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|
4 |
|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial analysis
|x Risk management
|x Risk aversion
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|a Business
|x Business economics
|x Corporate finance
|x Cash flow
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|a Biological sciences
|x Ecology
|x Applied ecology
|x Environmental management
|x Natural resource management
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial investments
|x Financial portfolios
|x Investment portfolios
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|a research-article
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|a Salo, Ahti
|e verfasserin
|4 aut
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|i Enthalten in
|t Operations Research
|d Institute for Operations Research and the Management Sciences, 1956
|g 53(2005), 6, Seite 946-956
|w (DE-627)320595005
|w (DE-600)2019440-7
|x 15265463
|7 nnns
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|g volume:53
|g year:2005
|g number:6
|g pages:946-956
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|u https://www.jstor.org/stable/25146931
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|d 53
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|e 6
|h 946-956
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