A scenario based project portfolio selection
نویسندگان
چکیده
منابع مشابه
Robust portfolio selection based on a multi-stage scenario tree
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. The objective of our portfolio selection is to maximize an expected utility function value (or equivalently, to minimize an expected disutility function value) as in a classical stochastic programming problem, except t...
متن کاملProject Portfolio Selection with the Maximization of Net Present Value
Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. An integer programming model is formulated for the project portfolio selection and scheduling.Two heuristic algorithms, genetic algorithm (GA) and simulated annealing (SA), are presented to solve the problem. Results of cal...
متن کاملProject Portfolio Risk Response Selection Using Bayesian Belief Networks
Risk identification, impact assessment, and response planning constitute three building blocks of project risk management. Correspondingly, three types of interactions could be envisioned between risks, between impacts of several risks on a portfolio component, and between several responses. While the interdependency of risks is a well-recognized issue, the other two types of interactions remai...
متن کاملA MULTI-OBJECTIVE OPTIMIZATION MODEL FOR PROJECT PORTFOLIO SELECTION CONSIDERING AGGREGATE COMPLEXITY: A CASE STUDY
Existing project selection models do not consider the complexity of projects as a selection criterion, while their complexity may prolong the project duration and even result in its failure. In addition, existing models cannot formulate the aggregate complexity of the selected projects. The aggregated complexity is not always equal to summation of complexity of projects because of possible syne...
متن کاملA Grey-Based Fuzzy ELECTRE Model for Project Selection
Project selection is considered as an important problem in project management. It is multi-criteria in nature and is based on various quantitative and qualitative factors. The main purpose of this paper is to present a new rank-based method for project selection in outranking relation. According to this approach, decision alternatives were clustered in the concordance matrix and the discordance...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Management Science Letters
سال: 2015
ISSN: 1923-9335,1923-9343
DOI: 10.5267/j.msl.2015.6.008