Name
Abstract | ||
|---|---|---|
•We use Bayesian methods to model uncertainties in project portfolio selection.•The proposed methods serve to increase the expected value of the selected portfolio.•Bayesian uncertainty modeling helps to eliminate post-decision disappointment.•The methods support the optimal targeting of additional project evaluations.•We propose a project performance measure that accounts for portfolio constraints. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.ejor.2013.09.023 | European Journal of Operational Research |
Keywords | Field | DocType |
Decision analysis,Portfolio selection,Bayesian methods,Value of information | Econometrics,Mathematical optimization,Application portfolio management,Actuarial science,Replicating portfolio,Modern portfolio theory,Portfolio,Post-modern portfolio theory,Portfolio optimization,Value of information,Future value,Mathematics | Journal |
Volume | Issue | ISSN |
233 | 3 | 0377-2217 |
Citations | PageRank | References |
5 | 0.41 | 12 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Eeva Vilkkumaa | 1 | 9 | 1.14 |
| Juuso Liesiö | 2 | 225 | 13.80 |
| Ahti Salo | 3 | 445 | 34.14 |