Name
Abstract | ||
|---|---|---|
•We consider a linear-additive portfolio value function with uncertain parameters.•Our approach identifies robust portfolios with adjustable level of conservatism.•Our approach accounts for dependencies among project scores and uncertainty in portfolio constraints.•We apply our approach to supply chain management in the semiconductor industry. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.ejor.2016.01.058 | European Journal of Operational Research |
Keywords | Field | DocType |
Multiple criteria analysis,Project portfolio selection,Resource allocation,Robustness | Mathematical optimization,Decision problem,Application portfolio management,Project portfolio management,Conservatism,Robustness (computer science),Portfolio,Resource allocation,Portfolio optimization,Mathematics | Journal |
Volume | Issue | ISSN |
252 | 3 | 0377-2217 |
Citations | PageRank | References |
11 | 0.52 | 22 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Thomas Fliedner | 1 | 12 | 0.88 |
| Juuso Liesiö | 2 | 225 | 13.80 |