A fuzzy approach to R&D project portfolio selection
International Journal of Approximate Reasoning
Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters
Journal of Computational and Applied Mathematics
Mean-variance model for fuzzy capital budgeting
Computers and Industrial Engineering
Journal of Computational and Applied Mathematics
Uncertainty Theory
Existence and uniqueness theorem for uncertain differential equations
Fuzzy Optimization and Decision Making
UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
Cybernetics and Systems
Information Sciences: an International Journal
On the convergence of uncertain sequences
Mathematical and Computer Modelling: An International Journal
Optimal project selection when borrowing and lending rates differ
Mathematical and Computer Modelling: An International Journal
A risk index model for multi-period uncertain portfolio selection
Information Sciences: an International Journal
| Hi-index | 0.09 |
This paper discusses the multinational capital budgeting problem - when there are some candidate foreign projects, which project(s) should the investor choose? In the paper, special cash flows and value sources of foreign projects are introduced. Regarding project parameters such as construction costs, annual net operating cash flows, terminal values of the projects as well as the foreign exchange rates as uncertain variables, the paper proposes one new uncertain zero-one integer model for optimal multinational project selection. To solve the problem, a hybrid intelligent algorithm integrating the 99 Methods and genetic algorithm is provided. As an illustration, an application example is also presented.