Article ID Journal Published Year Pages File Type
5111698 Omega 2017 32 Pages PDF
Abstract

- A stochastic algorithm is proposed for constructing optimal portfolio.
- Tax regime and refinery margin uncertainty is considered.
- A case study based on the Russian oil company is solved under uncertainty.
- Optimal portfolio of refinery upgrade projects is constructed to maximize oil company׳s net present value.
Keywords
Related Topics
Social Sciences and Humanities Business, Management and Accounting Strategy and Management
Preview
A multi-criteria approach to selecting an optimal portfolio of refinery upgrade projects under margin and tax regime uncertainty
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