A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making

被引：43
|
作者：
Aouni, Belaid [1 ]
Colapinto, Cinzia [2 ]
La Torre, Davide [3 ]
机构：
[1] Laurentian Univ, Decis Aid Res Grp, Sch Commerce & Adm, Fac Management, Sudbury, ON P3E 2C6, Canada
[2] Ca Foscari Univ Venice, Dept Management, I-30121 Venice, Italy
[3] Univ Milan, Dept Econ Management & Quantitat Methods, I-20122 Milan, Italy
来源：
ANNALS OF OPERATIONS RESEARCH | 2013年 / 205卷 / 01期
关键词：
Venture capital; Financial portfolio selection; Financial decision-maker's preferences; Goal programming; Satisfaction functions; Cardinality constrained optimization; MAKERS PREFERENCES;
D O I：
10.1007/s10479-012-1168-4
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Venture capital has proven to be an essential resource for economic growth, especially in some technological clusters. The focus is on the way the venture capitalist makes the investment decision and the portfolio selection. The aim of this paper is to formulate the venture capital investment problem through the Goal Programming model where the Financial Decision-Maker's preferences will be explicitly incorporated through the concept of satisfaction functions. The proposed model will be illustrated by using data from an Italian venture capital fund.
引用
收藏
页码：77 / 88
页数：12
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