Selection of optimal portfolios of interdependent real options
This paper presents a new method for selection of optimal options portfolios. The problem of defining optimal portfolios of real options is formulated as integer programming. The algorithm of generating an optimal portfolio of real options is also presented. The incremental benefit of portfolio of r...
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| Format: | Article |
| Language: | English |
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Growing Science
2020-01-01
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| Series: | Decision Science Letters |
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| Online Access: | http://www.growingscience.com/dsl/Vol9/dsl_2019_27.pdf |