Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon

DOI10.1016/j.ejor.2014.12.013zbMath1346.90429OpenAlexW2016830288WikidataQ57952693 ScholiaQ57952693MaRDI QIDQ319173

M. Jafarzadeh, Freydoon Rahbarnia, Hamed Reza Tareghian, Reza Ghanbari

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.12.013

zbMATH Keywords

integer programmingproject schedulingproject managementproject portfolio selection

Mathematics Subject Classification ID

Integer programming (90C10) Management decision making, including multiple objectives (90B50)

Related Items (1)

An alternative efficient representation for the project portfolio selection problem

Cites Work

• Robust optimization and portfolio selection: the cost of robustness
• A Boolean programming problem of choosing an optimal portfolio of projects and optimal schedules for them by reinvesting within the portfolio the profit from project implementation
• A multiobjective evolutionary approach for linearly constrained project selection under uncertainty
• R \& D decision advisor: An interactive approach to normative decision system model construction
• Working out R\&D programs via multicriteria analysis
• Dynamic portfolio selection with market impact costs
• Mean-variance portfolio selection under a constant elasticity of variance model
• Fuzzy R\&D portfolio selection of interdependent projects
• Twenty years of linear programming based portfolio optimization
• William F Sharpe
• A zero-one model for project portfolio selection and scheduling
• Risk and Portfolio Analysis
• Mathematical Finance

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