id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ijassa-406	Nechval, Konstantin N.; Nechval, Nicholas A.	Optimizing Investment Decisions for a Set of Projects Under Uncetainty of Future Returns	2014	14	.pdf	application/pdf	4432	162	58	if the expected terminal wealth, V ar{wT }, is not smaller than a preassigned level e∗. Mathematically, a mean- variance formulation for multiperiod project portfolio investment can be posed as one of the following two forms: (i) Maximize V ar{wT } (34) subject to V ar{wT } ≤ ν∗ (35) m∑ j=1 uτ(j) ≤ E{wτ} (36) µτ(j) ≥ 0, j = 1, ...,m, τ = 0, 1, 2, .., T − 1 (37) with wτ+1 = m∑ j=1 rτ(j)uτ(j) A strategy of multiperiod project portfolio investment is an investment se- quence,	cache/ijassa-406.pdf	txt/ijassa-406.txt