Robust portfolio decision analysis: an application to the energy research and development portfolio problem
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Publication:2178144
DOI10.1016/J.EJOR.2020.01.038zbMATH Open1441.91021OpenAlexW3003204502MaRDI QIDQ2178144FDOQ2178144
Authors: Erin Baker, Valentina Bosetti, Ahti Salo 
Publication date: 7 May 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.01.038
Recommendations
- Preference programming for robust portfolio modeling and project selection
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Climate change and optimal energy technology R\&D policy
- Portfolio decision analysis: recent developments and future prospects
- Model uncertainty and energy technology policy: the example of induced technical change
Management decision making, including multiple objectives (90B50) Decision theory (91B06) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Stochastic programming (90C15) Utility theory (91B16)
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Cited In (12)
- Markov models of policy support for technology transitions
- Interactive portfolio selection involving multicriteria sorting models
- Friction and Decision Rules in Portfolio Decision Analysis
- Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem
- The use of multi-criteria decision-making methods in project portfolio selection: a literature review and future research directions
- Portfolio decision analysis: recent developments and future prospects
- Climate change and optimal energy technology R\&D policy
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment
- A comparison between the robust risk-aware and risk-seeking managers in R\&D portfolio management
- A robust multiobjective mathematical model optimizing stock portfolio
- Optimal investment under ambiguous technology shocks
- What causes post-decision disappointment? Estimating the contributions of systematic and selection biases
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