R&D Portfolio Selection Based on Conditional Stochastic Dominance

Grażyna Trzpiot ()
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Grażyna Trzpiot: The Karol Adamiecki University of Economics in Katowice, Poland

Chapter 9 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 1, pp 129-139 from University of Lodz

Abstract: Chapter 9 describes the methodology for the selection of R&D projects into a portfolio. It extends the framework of the conditional stochastic dominance usually employed to analyze stock portfolios. It is concluded that this methodology and its recommendations, if applied properly, are consistent with observed decision-maker behavior.

Keywords: R&D policy; Portfolio analysis theory; Inverse stochastic dominance; Stochastic dominance (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2006
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