Theory of portfolios: new considerations on classic models and the Capital Market Line
Article Abstract:
A new method for obtaining an efficient portfolio that balances critical return and risk is suggested. The method is an improvement upon the Roy's model and facilitates the detection and solution of a problem associated with the calculation of the Capital Market Line.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
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Auctions with bidder-determined allowable combinations
Article Abstract:
A method for determining the optimal combination of a group of assets for enabling combinatorial auctions for obtaining better allocations in biddings is presented.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
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Wireless network capacity management: a real options approach
Article Abstract:
A method for deciding when to invest in wireless networks capacity management, using real options, is presented.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
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