Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon

Volume: 243, Issue: 2, Pages: 658 - 664
Published: Jun 1, 2015
Abstract
In this paper, we address the issue of optimal selection of portfolio of projects using reinvestment strategy within a flexible time horizon. We assume that an investor intends to invest his/her initial capital on the implementation of some projects in a flexible time horizon. The investor’s motivation for considering a flexible time horizon is to maximize his/her gain by determining the optimal time horizon for investing on the selected...
Paper Details
Title
Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon
Published Date
Jun 1, 2015
Volume
243
Issue
2
Pages
658 - 664
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