Robust portfolio modeling with incomplete cost information and project interdependencies
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- scientific article; zbMATH DE number 1489803
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Cites work
- scientific article; zbMATH DE number 3769296 (Why is no real title available?)
- An Algorithm for Multiobjective Zero-One Linear Programming
- Multicriteria integer programming: A (hybrid) dynamic programming recursive approach
- Preference Assessment by Imprecise Ratio Statements
- Preference programming for robust portfolio modeling and project selection
- Rank inclusion in criteria hierarchies
- Robust discrete optimization and its applications
Cited in
(56)- An alternative efficient representation for the project portfolio selection problem
- Solving group multi-objective optimization problems by optimizing consensus through multi-criteria ordinal classification
- Bi-objective project portfolio selection and staff assignment under uncertainty
- Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation
- Distributionally robust project crashing with partial or no correlation information
- Coupled projects, core imputations, and the CAPM
- Modeling project interactions in multiattribute portfolio decision analysis: axiomatic foundations and practical implications
- \textit{U}Sort-nB and \textit{U}Sort-nC: two multi-criteria ordinal classification methods using interval value functions
- A portfolio model for siting offshore wind farms with economic and environmental objectives
- A bicriteria approach identifying nondominated portfolios
- Interactive portfolio selection involving multicriteria sorting models
- Friction and Decision Rules in Portfolio Decision Analysis
- Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Optimal strategies for selecting project portfolios using uncertain value estimates
- Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem
- High-end weapon equipment portfolio selection based on a heterogeneous network model
- The use of multi-criteria decision-making methods in project portfolio selection: a literature review and future research directions
- The binary knapsack problem with qualitative levels
- Prescriptive analytics in public-sector decision-making: a framework and insights from charging infrastructure planning
- Portfolio decision analysis: recent developments and future prospects
- Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in research and development project portfolio selection: a case study from Greece
- Efficient allocation of resources to a portfolio of decision making units
- Preference programming for robust portfolio modeling and project selection
- Portfolio decision analysis with a generalized balance approach
- Value of agreement in decision analysis: concept, measures and application
- A benefit-to-cost ratio based approach for portfolio selection under multiple criteria with incomplete preference information
- Recent advances in robust optimization: an overview
- SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis
- Model-based organizational decision making: a behavioral lens
- Adjustable robustness for multi-attribute project portfolio selection
- A multi-objective approach for weapon selection and planning problems in dynamic environments
- Cost-efficiency analysis of weapon system portfolios
- A MULTICRITERIA DECISION SUPPORT SYSTEM FOR COMPETENCE-DRIVEN PROJECT PORTFOLIO SELECTION
- Decision programming for mixed-integer multi-stage optimization under uncertainty
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem
- An interactive algorithm for resource allocation with balance concerns
- Measurable multiattribute value functions for portfolio decision analysis
- Scale dependence and ranking intervals in additive value models under incomplete preference information
- Nonadditive multiattribute utility functions for portfolio decision analysis
- A clustering‐based review on project portfolio optimization methods
- An interval-based evolutionary approach to portfolio optimization of new product development projects
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information
- Modeling project preferences in multiattribute portfolio decision analysis
- Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model
- 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
- Constructing strategies in strategic planning: a decision support evaluation model
- A MILP bi-objective model for static portfolio selection of R\&D projects with synergies
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
- Mature or emerging markets: competitive duopoly investment decisions
- Incomplete risk-preference information in portfolio decision analysis
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise
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