Multi-period project portfolio selection under risk considerations and stochastic income
Abstract This paper deals with multi-period project portfolio selection problem. In this problem, the available budget is invested on the best portfolio of projects in each period such that the net profit is maximized. We also consider more realistic assumptions to cover wider range of applications...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University
2018-02-01
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| Series: | Journal of Industrial Engineering International |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1007/s40092-017-0242-6 |