Large scale portfolio selection with synergies

DOI10.1134/S1064230713060087zbMath1307.91165OpenAlexW1971945760MaRDI QIDQ2017642

N. Arratia, Fernando Lopez, Igor S. Litvinchev

Publication date: 23 March 2015

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230713060087

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Cites Work

• A MILP bi-objective model for static portfolio selection of R\&D projects with synergies
• Optimal dynamic portfolio selection for projects under a competence development model
• Solving a comprehensive model for multiobjective project portfolio selection
• Fuzzy R\&D portfolio selection of interdependent projects
• Constructing and evaluating balanced portfolios of R\&D projects with interactions: a DEA based methodology

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