During the conversation it became clear that he was looking for the big picture. It was obvious that an additional view was required – a view that could complement the current, singular focus on individual business processes that leads to the management of each process in isolation. Such a consolidating view of the complete landscape of business processes is the heart of process portfolio manag...

The paper presents an advanced version of adaptive market-making agent capable performing experiential learning, exploiting a “try and fail” approach relying on swarm subordinate agents executed in virtual environment to determine optimal strategies. problem is treated as “Narrow AGI” with the scope goals environments bound financial markets, specifically crypto-markets. Such called “adaptive m...

Product portfolio management is crucial to product-oriented software companies’ long-term success but is mostly overlooked by current software engineering research. This paper presents preliminary results from a multiple case study on the state-of-thepractice and improvement of product portfolio management processes in three small product-oriented software companies. Our findings suggest that i...

In the context of asset and liability management, we propose a portfolio selection model based on the expected return of the assets and the economic risk capital (ERC) associated to the asset liability portfolio, for short called mean-ERC asset liability portfolio selection. MeanERC efficiency in asset and liability management is closely related and compared to meanvariance efficiency in asset ...

Efficient credit portfolio management is a key success factor of bank management. Discussions of the new capital adequacy proposals by the Basle Committee on Banking Supervision enlighten the necessity to consider the credit risk management both from the internal and the regulatory point of view. We introduce an optimization approach for the credit portfolio that maximizes expected returns subj...

R&D portfolio management is a critical task with which the majority of the large companies are confronted. Despite its wide implementation in companies there are no widely accepted and used methods to perform this task. Each company uses its own mix of various qualitative and quantitative methods to achieve its goal. The objective of this thesis is to explore the adequacy and the design issues ...

the present paper aimed at studying the current models of credit portfolio management. there are currently three types of models which consider the risk of credit portfolio: the structural models (moody's kmv model, and credit- metrics model), the intensity models (the actuarial models) and the econometric models (the macro-factors model). the development of these three types of models is based...

Quantifying the variability in the delivery of ecosystem services across the landscape can be used to set appropriate management targets, evaluate resilience and target conservation efforts. Ecosystem functions and services may exhibit portfolio-type dynamics, whereby diversity within lower levels promotes stability at more aggregated levels. Portfolio theory provides a framework to characteriz...

A role in portfolio management is ideal for individuals who enjoy tackling challenges that have both technical and business components. Portfolio management provides objective insights and analytics to support research and development decision making and planning. Successful practitioners usually have strong analytical abilities developed from a background in either science or business. Portfol...