Note--A Note on Cord's Method of Allocating Funds to Investment Projects
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.
Year of publication: |
1975
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Authors: | Galai, D. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 21.1975, 12, p. 1466-1470
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Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Saved in:
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