Optimization of a Portfolio of Investment Projects: A Real Options Approach Using the Omega Measure
Investment decisions usually involve the assessment of more than one financial asset or investment project (real asset). The most appropriate way to analyze the viability of a real asset is not to study it in isolation but as part of a portfolio with correlations between the input variables of the p...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
MDPI AG
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/dcd5d35444a54f84bac6806e07926781 |
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