Contingent Portfolio Programming for the Management of Risky Projects

DOI10.1287/OPRE.1050.0225MaRDI QIDQ5322149zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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Cited in

(17)

• Quantifying the yield of risk-bearing IT-portfolios
• Managing underperformance risk in project portfolio selection
• R\&D pipeline management: task interdependencies and risk management
• R\&D project portfolio analysis for the semiconductor industry
• Optimization of R\&D project portfolios under endogenous uncertainty
• 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
• 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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