PROBABILISTIC OBJECTIVE FUNCTION FOR R AND D PORTFOLIO SELECTION

被引：8

作者：

FREEMAN, P

GEAR, AE

机构：

来源：

关键词：

D O I：

10.2307/3007994

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：253 / &

共 18 条

[1]

ALLEN JM, 1969, 28 MANCH BUS SCH RD

BAUMOL, WJ .

[3]

BELL DC, 1967, RDHR2 CEGB RD DEP RE

CHARNES, A ;

COOPER, WW .

[5]

Charnes A., 1967, MANAGE SCI, V14, P183

[6]

FARRAR DE, 1964, INVESTMENT DECISION

[7]

FREEMAN P, 1969, THESIS HULL U

[8]

Geoffrion A.M., 1967, MANAGE SCI, V13, P672, DOI [DOI 10.1287/MNSC.13.9.672, 10.1287/mnsc.13.9.672]

[9] PROBABILITY OF SURVIVAL AS AN INVESTMENT CRITERION [J].

HANSSMANN, F .

[10]

Hillier F., 1967, MANAGE SCI, V14, P34