Scenario-based portfolio selection of investment projects with incomplete probability and utility information
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Cites work
- scientific article; zbMATH DE number 3837758 (Why is no real title available?)
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- A soft robust model for optimization under ambiguity
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- Decision Analysis with Incomplete Utility and Probability Information
- Decision making with incomplete information
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- Measurable Multiattribute Value Functions
- Multi-objective decision analysis for competence-oriented project portfolio selection
- Multicriteria integer programming: A (hybrid) dynamic programming recursive approach
- Partial Information, Dominance, and Potential Optimality in Multiattribute Utility Theory
- Portfolio decision analysis. Improved methods for resource allocation.
- Preference programming for robust portfolio modeling and project selection
- Robust discrete optimization and its applications
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Rough sets theory for multicriteria decision analysis
- Stochastic Dominance and Expected Utility: Survey and Analysis
- The Efficiency Analysis of Choices Involving Risk
- Theory of games and economic behavior.
- Worst-case conditional value-at-risk with application to robust portfolio management
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- Bayesian estimation of the global minimum variance portfolio
- Fifty years of portfolio optimization
- A portfolio model for siting offshore wind farms with economic and environmental objectives
- Friction and Decision Rules in Portfolio Decision Analysis
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
- Optimal strategies for selecting project portfolios using uncertain value estimates
- Decision-network polynomials and the sensitivity of decision-support models
- Multistage decision-making fuzzy methodology for optimal investments based on experts' evaluations
- Portfolio decision analysis: recent developments and future prospects
- Efficient allocation of resources to a portfolio of decision making units
- Robust portfolio modeling with incomplete cost information and project interdependencies
- SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis
- Estimation, modeling, and aggregation of missing survey data for prioritizing customer voices
- Cost-efficiency analysis of weapon system portfolios
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- Decision programming for mixed-integer multi-stage optimization under uncertainty
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem
- A framework for expected capability sets
- Estimation of the global minimum variance portfolio in high dimensions
- Portfolio diversification based on stochastic dominance under incomplete probability information
- Preference programming with incomplete ordinal information
- International portfolio choice and political instability risk: a multi-objective approach
- Identifying and visualizing a diverse set of plausible scenarios for strategic planning
- Adversarial risk analysis under partial information
- Spatial multi-attribute decision analysis: axiomatic foundations and incomplete preference information
- Scenario-based portfolio model for building robust and proactive strategies
- Incomplete risk-preference information in portfolio decision analysis
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