Paper Info
Title
Robust Portfolio Decision Analysis: An Application to the Energy Research and Development Portfolio Problem
Abstract
•Belief Dominance identifies non-dominated portfolios under multiple beliefs.•RPDA generates insights into individual strategies from non-dominated portfolios.•RPDA is compatible with a wide range of robustness concepts.•Electricity from biomass is a robust climate change R&D investment.
Year
DOI
Venue
2020
10.1016/j.ejor.2020.01.038
European Journal of Operational Research
Keywords
DocType
Volume
Decision analysis,Deep uncertainty,Robust portfolio,Energy research and development portfolios
Journal
284
Issue
ISSN
Citations 
3
0377-2217
1
PageRank 
References 
Authors
0.35
0
3
Name
Order
Citations
PageRank
Erin Baker1142.43
Valentina Bosetti241.07
Ahti Salo344534.14