Components of Portfolio Value of Information

References

• Allen M. Business Portfolio Management: Valuation, Risk Assessment, and EVA Strategies (2000) (John Wiley & Sons, New York) Google Scholar
• Bickel JE. Some determinants of corporate risk aversion. Decision Anal. (2006) 3(4):233–251Link, Google Scholar
• Bickel JE. The relationship between perfect and imperfect information in a two-action risk-sensitive problem. Decision Anal. (2008) 5(3):116–128Link, Google Scholar
• Bickel JE, Gibson RL, McVay DA, Pickering S, Waggoner JR. Quantifying the reliability and value 3D-land seismic. Reservoir Eval. Engrg. (2008) 11(5):832–841Crossref, Google Scholar
• David HA, Nagaraja HN. Order Statistics (2003) (John Wiley & Sons, Hoboken, NJ) Crossref, Google Scholar
• Delquié P. The value of information and intensity of preference. Decision Anal. (2008) 5(3):129–139Link, Google Scholar
• Harter HL, Balakrishnan N. CRC Handbook: Tables for the Use of Order Statistics in Estimation (1996) (CRC Press, Boca Raton, FL) Google Scholar
• Howard RA. Information value theory. IEEE Trans. Systems Sci. Cybernetics (1966) 2(1):22–26Crossref, Google Scholar
• Keisler J. Value of information in portfolio decision analysis. Decision Anal. (2004) 1(3):177–189Link, Google Scholar
• Lamont O. Cash flow and investment: Evidence from internal capital markets. J. Finance (1997) 52(1):83–109Crossref, Google Scholar
• Matheson JE, Menke MM, Derby SL. Managing R&D portfolios for improved profitability and productivity. J. Sci. Policy Res. Management (1989) 4(4):400–412Google Scholar
• Salo A, Keisler J, Morton A. Portfolio Decision Analysis: Improved Methods for Resource Allocation (2011) (Springer, New York) Crossref, Google Scholar
• Sharpe P, Keelin T. How SmithKline Beecham makes better resource-allocation decisions. Harvard Bus. Rev. (1998) 76(2):45–57Google Scholar
• Skaf MA. Portfolio management in an upstream oil and gas organization. Interfaces (1999) 29(6):84–104Link, Google Scholar
• Walls MR, Morahan GT, Dyer JS. Decision analysis of exploration opportunities in the onshore US at Phillips Petroleum Company. Interfaces (1995) 25(6):39–56Link, Google Scholar