Optimal project portfolio selection with carryover constraint

DOI10.1057/JORS.2008.104zbMATH Open1196.91053OpenAlexW1993656881MaRDI QIDQ4933650FDOQ4933650

Authors: Cigdem Z. Gurgur 

Publication date: 14 October 2010

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.2008.104

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zbMATH Keywords

decision analysisstochastic programmingcapital budgetingmulti-attribute utility theory

Mathematics Subject Classification ID

Portfolio theory (91G10) Stochastic programming (90C15) Utility theory (91B16)

Cited In (4)

• Reformulations for project portfolio selection problem considering interdependence and cardinality
• Optimal project selection when borrowing and lending rates differ
• Optimal dynamic portfolio selection for projects under a competence development model
• Optimizing project selection: a perspective from resource constraints

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