Pages that link to "Item:Q439347"

The following pages link to Scenario-based portfolio selection of investment projects with incomplete probability and utility information (Q439347):

Displaying 25 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Baseline value specification and sensitivity analysis in multiattribute project portfolio selection (Q296608) (← links)
• Optimal strategies for selecting project portfolios using uncertain value estimates (Q297038) (← links)
• Decision-network polynomials and the sensitivity of decision-support models (Q297295) (← links)
• SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis (Q889572) (← links)
• Spatial multi-attribute decision analysis: axiomatic foundations and incomplete preference information (Q1711462) (← links)
• Selecting strategic partner for tax information systems based on weight learning with belief structures (Q1726341) (← links)
• Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
• Scenario-based portfolio model for building robust and proactive strategies (Q1754078) (← links)
• A portfolio model for siting offshore wind farms with economic and environmental objectives (Q1754242) (← links)
• Estimation, modeling, and aggregation of missing survey data for prioritizing customer voices (Q1926797) (← links)
• Cost-efficiency analysis of weapon system portfolios (Q1927014) (← links)
• Portfolio decision analysis: recent developments and future prospects (Q2030321) (← links)
• Identifying and visualizing a diverse set of plausible scenarios for strategic planning (Q2076836) (← links)
• Decision programming for mixed-integer multi-stage optimization under uncertainty (Q2077924) (← links)
• Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
• Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
• Efficient allocation of resources to a portfolio of decision making units (Q2184153) (← links)
• Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
• Adversarial risk analysis under partial information (Q2189943) (← links)
• Multistage decision-making fuzzy methodology for optimal investments based on experts' evaluations (Q2255898) (← links)
• Preference programming with incomplete ordinal information (Q2356216) (← links)
• International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
• Friction and Decision Rules in Portfolio Decision Analysis (Q5868924) (← links)