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

Ilmarinen Mutual Pension Insurance Company
UCL
London Business School

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussa › Chapter › Scientific › vertaisarvioitu

1 Viittaus (Web of Science)

Alkuperäiskieli	Englanti
Otsikko	Portfolio Decision Analysis
Alaotsikko	Improved Methods for Resource Allocation
Toimittajat	Ahti Salo, Jeffrey Keisler, Alec Morton
Julkaisupaikka	New York
Kustantaja	Springer
Sivut	79-105
Sivumäärä	27
ISBN (elektroninen)	978-1-4419-9943-6
ISBN (painettu)	978-1-4419-9942-9
DOI - pysyväislinkit	https://doi.org/10.1007/978-1-4419-9943-6_4
Tila	Julkaistu - 2011
OKM-julkaisutyyppi	A3 Kirjan tai muun kokoomateoksen osa

Julkaisusarja

Nimi	International Series in Operations Research and Management Science
Kustantaja	Springer New York
Vuosikerta	162
ISSN (painettu)	0884-8289

Tutkimusalat

systems analysis laboratory research group

Pääsy asiakirjaan

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

Siteeraa tätä

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

Gustafsson, Janne ; De Reyck, Bert ; Degraeve, Zeger et al. / Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models. Portfolio Decision Analysis: Improved Methods for Resource Allocation. Toimittaja / Ahti Salo ; Jeffrey Keisler ; Alec Morton. New York : Springer, 2011. Sivut 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",

pages = "79--105",

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

booktitle = "Portfolio Decision Analysis",

address = "Germany",

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Gustafsson, J, De Reyck, B, Degraeve, Z & Salo, A 2011, Valuation of Risky Projects and Illiquid Investments Using Portfolio Selection Models. julkaisussa A Salo, J Keisler & A Morton (toim), Portfolio Decision Analysis: Improved Methods for Resource Allocation. International Series in Operations Research and Management Science, Vuosikerta 162, Springer, New York, Sivut 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 et al.
Portfolio Decision Analysis: Improved Methods for Resource Allocation. toim. / Ahti Salo; Jeffrey Keisler; Alec Morton. New York: Springer, 2011. s. 79-105 (International Series in Operations Research and Management Science; Vuosikerta 162).

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussa › Chapter › Scientific › vertaisarvioitu

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

PB - Springer

CY - New York

ER -

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