Note—A Note on Cord's Method of Allocating Funds to Investment Projects

In this note, we redefine and reinterpret Cord's risk constraint that will be used in selecting the optimal portfolio of investment projects. A sensitivity analysis is carried out via derivation of efficient sets of portfolios for different levels of investment. Also the theoretical foundations of the model are discussed.

• 저널Management Science · 21(12) · 1466–1470
• 토픽Economic theories and models · Economics and Econometrics
• DOI10.1287/mnsc.21.12.1466
• 저자Dan Galai