Scenario-based portfolio selection of investment projects with incomplete probability and utility information
From MaRDI portal
Publication:439347
DOI10.1016/J.EJOR.2011.08.025zbMATH Open1244.91111OpenAlexW1984420048MaRDI QIDQ439347FDOQ439347
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.08.025
Recommendations
- Investment Analysis Under Uncertainty
- Probability maximization models for portfolio selection under ambiguity
- An integrated decision support approach for project investors in risky and uncertain environments
- Preference programming for robust portfolio modeling and project selection
- Optimality Criteria for Investment Projects Under Uncertainty
Cites Work
- Coherent measures of risk
- Title not available (Why is that?)
- Theory of games and economic behavior.
- An Integrated Decision-Making Approach for Improving European Air Traffic Management
- The Efficiency Analysis of Choices Involving Risk
- Rough sets theory for multicriteria decision analysis
- Robust discrete optimization and its applications
- Stochastic Dominance and Expected Utility: Survey and Analysis
- A Soft Robust Model for Optimization Under Ambiguity
- Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
- Decision making with incomplete information
- Partial Information, Dominance, and Potential Optimality in Multiattribute Utility Theory
- Measurable Multiattribute Value Functions
- Multicriteria integer programming: A (hybrid) dynamic programming recursive approach
- Decision Analysis with Incomplete Utility and Probability Information
- Portfolio decision analysis. Improved methods for resource allocation.
- Preference programming for robust portfolio modeling and project selection
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Balancing and optimizing a portfolio of R&D projects
- Multi-objective decision analysis for competence-oriented project portfolio selection
- An Algorithm for Multiobjective Zero-One Linear Programming
- Identifying preferred solutions to multi-objective binary optimisation problems, with an application to the multi-objective knapsack problem
- Title not available (Why is that?)
- Contingent Portfolio Programming for the Management of Risky Projects
Cited In (26)
- Selecting strategic partner for tax information systems based on weight learning with belief structures
- Bayesian estimation of the global minimum variance portfolio
- A portfolio model for siting offshore wind farms with economic and environmental objectives
- Friction and Decision Rules in Portfolio Decision Analysis
- Multistage decision-making fuzzy methodology for optimal investments based on experts' evaluations
- 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
- 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
- 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
This page was built for publication: Scenario-based portfolio selection of investment projects with incomplete probability and utility information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q439347)
