Project selection of robust portfolio models with incomplete information

Dongyue Zhou, Honglan Huang, Chenyu Teng and Peibiao Zhao

Journal of Finance and Investment Analysis, 2012, vol. 1, issue 2, 7

Abstract: Robust Portfolio Modeling (RPM) Theory is a decision-support methodology to analyze multiple criteria project portfolio problems. Liesioa et al [17] generalized RPM based on the appendix information, and studied the characteristics of non-inferior solution sets, but they did not compare the portfolio of each other in this non-inferior solution sets, and could not offer a precise decision. This paper considers this question, and gives a positive answer. The results posed in this paper can be regarded as a natural generalization of the work [17].

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.scienpress.com/Upload/JFIA%2fVol%201_2_7.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spt:fininv:v:1:y:2012:i:2:f:1_2_7

Access Statistics for this article

More articles in Journal of Finance and Investment Analysis from SCIENPRESS Ltd
Bibliographic data for series maintained by Eleftherios Spyromitros-Xioufis ().