Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models

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

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationPortfolio Decision Analysis
Subtitle of host publication Improved Methods for Resource Allocation
EditorsAhti Salo, Jeffrey Keisler, Alec Morton
Place of PublicationNew York
Number of pages27
ISBN (Electronic)978-1-4419-9943-6
Publication statusPublished - 2011
MoE publication typeA3 Part of a book or another research book

Publication series

NameInternational Series in Operations Research and Management Science
PublisherSpringer New York
ISSN (Print)0884-8289


  • systems analysis laboratory research group

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