Using Loan to Optimally Select a Portfolio of Projects Within a Flexible Time Horizon Under Reinvestment Strategy

摘要：

　　In this paper,a new version of the well-known project portfolio selection problem(PPSP)is considered in which the time horizon is variable and due to the shortages of capital the whole or part of the required capital is supplied through loan.In order to maximize the investors gains,it is necessary to optimize the amount of loan; the combination of projects; the timings of the selected projects; the final time horizon,and finally the scheduling of the installment reimbursements.An integer linear program is developed to study the different aspects of this problem.A numerical example is given to illustrate the applicability and the effectiveness of the proposed model.

作者: MORTEZA JAFARZADEH HAMED REZA TAREGHIAN FREYDOON RAHBARNIA REZA GHANBARI

作者单位: Faculty of Mathematical Sciences,Ferdowsi University of Mashhad,Mashhad 91775,Iran

会议类型: 国际会议

会议名称: 2014 International Conference on Management and Engineering(CME 2014)(2014管理与工程国际会议)

会议地点: 上海

会议语种:英文

页码: 1-7

在线出版日期: 2014-05-24（万方平台首次上网日期，不代表论文的发表时间）