[HTML][HTML] Fifty years of portfolio optimization

A Salo, M Doumpos, J Liesiö, C Zopounidis - European Journal of …, 2024 - Elsevier
The allocation of resources to alternative investment opportunities is one of the most
important decisions organizations and individuals face. These decisions can be guided by …

[图书][B] 20 Resource Allocation Decisions

DN Kleinmuntz - 2007 - dmi-ida.org
Organizations typically have more good ideas for projects than they have resources
available to pursue those ideas. Decision analysis can provide practical guidance to the …

Project portfolios in dynamic environments: Organizing for uncertainty

Y Petit - International Journal of Project Management, 2012 - Elsevier
This research investigated the following research question: How is uncertainty affecting
project portfolios managed in dynamic environments? While different approaches have …

Analyzing project management research: Perspectives from top management journals

YH Kwak, FT Anbari - International journal of project management, 2009 - Elsevier
This paper examines project management research from the perspective of its relationship
to allied disciplines in the management field and provides a view of the progress of project …

A fuzzy hybrid project portfolio selection method using data envelopment analysis, TOPSIS and integer programming

M Tavana, M Keramatpour, FJ Santos-Arteaga… - Expert Systems with …, 2015 - Elsevier
Project selection and resource allocation are critical issues in project-based organizations.
These organizations are required to plan, evaluate, and control their projects in accordance …

Optimization of R&D project portfolios under endogenous uncertainty

S Solak, JPB Clarke, EL Johnson, ER Barnes - European Journal of …, 2010 - Elsevier
Project portfolio management deals with the dynamic selection of research and
development (R&D) projects and determination of resource allocations to these projects …

Optimization of electricity retailer's contract portfolio subject to risk preferences

J Kettunen, A Salo, DW Bunn - IEEE Transactions on Power …, 2009 - ieeexplore.ieee.org
When an electricity retailer faces volume risk in meeting load and spot price risk in
purchasing from the wholesale market, conventional risk management optimization methods …

Learning investments and organizational capabilities: Case studies on the development of project portfolio management capabilities

CP Killen, RA Hunt, EJ Kleinschmidt - International Journal of …, 2008 - emerald.com
Purpose–The purpose of this paper is to improve understanding and provide guidance for
investments in organizational learning mechanisms for the establishment and evolution of …

Scenario-based portfolio selection of investment projects with incomplete probability and utility information

J Liesiö, A Salo - European Journal of Operational Research, 2012 - Elsevier
In the selection of investment projects, it is important to account for exogenous uncertainties
(such as macroeconomic developments) which may impact the performance of projects …

Portfolio diversification based on stochastic dominance under incomplete probability information

J Liesiö, P Xu, T Kuosmanen - European Journal of Operational Research, 2020 - Elsevier
Identifying efficient portfolio diversification strategies subject to stochastic dominance (SD)
criteria usually assumes that the state-space of future asset returns can be captured by a …