Pharmaceutical portfolio optimization under cost uncertainty via chance constrained-type method
Abstract Project selection for a portfolio is a pivotal decision in the pharmaceutical industry. In this paper, we study a portfolio optimization problem for pharmaceutical companies considering the uncertainty of the cost of each phase of drug development and the specific value of the annual budget...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2021-02-01
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| Series: | Journal of Mathematics in Industry |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13362-021-00099-3 |