Note--A Note on Cord's Method of Allocating Funds to Investment Projects

D. Galai
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D. Galai: University of Chicago

Management Science, 1975, vol. 21, issue 12, 1466-1470

Abstract: In this note, we redefine and reinterpret Cord's risk constraint that will be used in selecting the optimal portfolio of investment projects. A sensitivity analysis is carried out via derivation of efficient sets of portfolios for different levels of investment. Also the theoretical foundations of the model are discussed.

Date: 1975
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