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Managing underperformance risk in project portfolio selection

Hall, Nicholas G.; Long, Daniel Zhuoyu; Qi, Jin; Sim, Melvyn - In: Operations research 63 (2015) 3, pp. 660-675

Persistent link: https://www.econbiz.de/10011292938

Optimal hedging : managing time and cost uncertainty in the stochastic time-cost-qualit tradeoff project scheduling problem

Pollack-Johnson, Bruce; Liberatore, Matthew J. - In: International journal of operations and quantitative … 27 (2021) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012663702

Quantifying the risk of project delays with a genetic algorithm

Pfeifer, Jeremy; Barker, Kash; Ramirez-Marquez, Jose … - In: International journal of production economics 170 (2015), pp. 34-44

Persistent link: https://www.econbiz.de/10011421777

Multi-period project portfolio selection under risk considerations and stochastic income

Tofighian, Ali Asghar; Moezzi, Hamid; Barfuei, Morteza … - In: Journal of industrial engineering international 14 (2018) 3, pp. 571-584

This paper deals with multi-period project portfolio selection problem. In this problem, the available budget is invested on the best portfolio of projects in each period such that the net profit is maximized. We also consider more realistic assumptions to cover wider range of applications than...

Persistent link: https://www.econbiz.de/10011887969

Optimization of infrastructure projects parameters in the program

Vereshchaka, Mykolay - In: Technology audit and production reserves 1 (2021) 2/57, pp. 20-24

Persistent link: https://www.econbiz.de/10013161631

Neural network predictive modeling on dynamic portfolio management : a simulation-based portfolio optimization approach

Yu, Jiayang; Chang, Kuo-Chu - In: Journal of risk and financial management : JRFM 13 (2020) 11/285, pp. 1-23

Portfolio optimization and quantitative risk management have been studied extensively since the 1990s and began to … reevaluate and mitigate the risk and return trade-off in building their clients´ portfolios. The advancement of machine …-based Predictive Model (EFPM). Then, we combine it with the Copula-GARCH simulation model and the Mean-Conditional Value at Risk (Mean …

Persistent link: https://www.econbiz.de/10012388728

Wood-based construction project supplier selection under uncertain starting date

Mobtaker, Azadeh; Awasthi, Anjali; Chauhan, Satyaveer S.; … - In: International journal of services and operations management 30 (2018) 4, pp. 480-504

Persistent link: https://www.econbiz.de/10011927283

A multi-objective optimization approach for selecting risk response actions : considering environmental and secondary risks

Motamed, Mahsa Parsaei; Bamdad, Shahrooz - In: Opsearch : journal of the Operational Research Society … 59 (2022) 1, pp. 266-303

Persistent link: https://www.econbiz.de/10013172407

A risk-based optimization framework for integrated supply chains using genetic algorithm and artificial neural networks

Nezamoddini, Nasim; Gholami, Amirhosein; Aqlan, Faisal - In: International journal of production economics 225 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012293697

Essays on robust portfolio management

Plachel, Lukas - 2019

Modern Portfolio Theory (MPT) provides an elegant mathematical framework for the efficient portfolio allocation problem …-of-sample volatility if a jump in systematic risk occurs. Chapter 2 introduces a covariance estimation approach which is based solely on …Die Moderne Portfolio Theorie (MPT) bietet einen eleganten mathematischen Rahmen für das Problem der effizienten …

Persistent link: https://www.econbiz.de/10012152145