Conditional stochastic dominance in R&D portfolio selection.
Jeffrey L. RinguestSamuel B. GravesRandy H. CasePublished in: IEEE Trans. Engineering Management (2000)
Keyphrases
- portfolio selection
- stochastic dominance
- portfolio management
- random variables
- multistage stochastic
- portfolio optimization
- fuzzy random variables
- financial markets
- conditional probabilities
- robust optimization
- optimal portfolio
- transaction costs
- objective function
- computational complexity
- case based reasoning
- multistage