Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models

Janne Gustafsson; Bert De Reyck; Zeger Degraeve; Ahti Salo

doi:10.1007/978-1-4419-9943-6_4

Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models

Janne Gustafsson, Bert De Reyck, Zeger Degraeve, Ahti Salo

Department of Mathematics and Systems Analysis

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Portfolio Decision Analysis
Subtitle of host publication	Improved Methods for Resource Allocation
Editors	Ahti Salo, Jeffrey Keisler, Alec Morton
Place of Publication	New York
Pages	79-105
Number of pages	27
ISBN (Electronic)	978-1-4419-9943-6
DOIs	https://doi.org/10.1007/978-1-4419-9943-6_4
Publication status	Published - 2011
MoE publication type	A3 Part of a book or another research book

Publication series

Name	International Series in Operations Research and Management Science
Publisher	Springer New York
Volume	162
ISSN (Print)	0884-8289

Keywords

systems analysis laboratory research group

Access to Document

10.1007/978-1-4419-9943-6_4

SFX availability

Full text

Cite this

Gustafsson, J., De Reyck, B., Degraeve, Z., & Salo, A. (2011). Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models. In A. Salo, J. Keisler, & A. Morton (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 79-105). (International Series in Operations Research and Management Science; Vol. 162).. https://doi.org/10.1007/978-1-4419-9943-6_4

Gustafsson, Janne ; De Reyck, Bert ; Degraeve, Zeger ; Salo, Ahti. / Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models. Portfolio Decision Analysis: Improved Methods for Resource Allocation. editor / Ahti Salo ; Jeffrey Keisler ; Alec Morton. New York, 2011. pp. 79-105 (International Series in Operations Research and Management Science).

@inbook{b44b92479724410bbb507e54d2b3c12a,

title = "Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models",

keywords = "systems analysis laboratory research group, systems analysis laboratory research group, systems analysis laboratory research group",

author = "Janne Gustafsson and {De Reyck}, Bert and Zeger Degraeve and Ahti Salo",

year = "2011",

doi = "10.1007/978-1-4419-9943-6_4",

language = "English",

isbn = "978-1-4419-9942-9",

series = "International Series in Operations Research and Management Science",

publisher = "Springer New York ",

pages = "79--105",

editor = "Ahti Salo and Jeffrey Keisler and Alec Morton",

booktitle = "Portfolio Decision Analysis",

}

Gustafsson, J, De Reyck, B, Degraeve, Z & Salo, A 2011, Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models. in A Salo, J Keisler & A Morton (eds), Portfolio Decision Analysis: Improved Methods for Resource Allocation. International Series in Operations Research and Management Science, vol. 162, New York, pp. 79-105. https://doi.org/10.1007/978-1-4419-9943-6_4

Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models. / Gustafsson, Janne; De Reyck, Bert; Degraeve, Zeger; Salo, Ahti.

Portfolio Decision Analysis: Improved Methods for Resource Allocation. ed. / Ahti Salo; Jeffrey Keisler; Alec Morton. New York, 2011. p. 79-105 (International Series in Operations Research and Management Science; Vol. 162).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models

AU - Gustafsson, Janne

AU - De Reyck, Bert

AU - Degraeve, Zeger

AU - Salo, Ahti

PY - 2011

Y1 - 2011

KW - systems analysis laboratory research group

U2 - 10.1007/978-1-4419-9943-6_4

DO - 10.1007/978-1-4419-9943-6_4

M3 - Chapter

SN - 978-1-4419-9942-9

T3 - International Series in Operations Research and Management Science

SP - 79

EP - 105

BT - Portfolio Decision Analysis

A2 - Salo, Ahti

A2 - Keisler, Jeffrey

A2 - Morton, Alec

CY - New York

ER -

Gustafsson J, De Reyck B, Degraeve Z, Salo A. Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models. In Salo A, Keisler J, Morton A, editors, Portfolio Decision Analysis: Improved Methods for Resource Allocation. New York. 2011. p. 79-105. (International Series in Operations Research and Management Science). https://doi.org/10.1007/978-1-4419-9943-6_4