Contingent Portfolio Programming for the Management of Risky Projects
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Publication:5322149
DOI10.1287/OPRE.1050.0225zbMATH Open1165.91400OpenAlexW2157721649MaRDI QIDQ5322149FDOQ5322149
Authors: Janne Gustafsson, Ahti Salo 
Publication date: 18 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1050.0225
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- A Stochastic Programming Model with Decision Dependent Uncertainty Realizations for Technology Portfolio Management
- Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements
- Optimization of R\&D project portfolios under endogenous uncertainty
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Dynamic hybrid products in life insurance: assessing the policyholders' viewpoint
- A MULTICRITERIA DECISION SUPPORT SYSTEM FOR COMPETENCE-DRIVEN PROJECT PORTFOLIO SELECTION
- Decision programming for mixed-integer multi-stage optimization under uncertainty
- Dynamic portfolio selection of NPD programs using marginal returns
- Public R\&D project portfolio selection problem with cancellations
- Valuation of research and development projects using buying and selling prices: generalized definitions
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information
- Portfolio diversification based on stochastic dominance under incomplete probability information
- Incomplete risk-preference information in portfolio decision analysis
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