Optimal project portfolio selection with carryover constraint

DOI10.1057/JORS.2008.104MaRDI QIDQ4933650zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

decision analysisstochastic programmingcapital budgetingmulti-attribute utility theory

Mathematics Subject Classification ID

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

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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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