Robust portfolio modeling with incomplete cost information and project interdependencies

DOI10.1016/j.ejor.2007.06.049zbMath1161.91398OpenAlexW2033309009MaRDI QIDQ928031

Juuso Liesiö, Pekka Mild, Ahti A. Salo

Publication date: 11 June 2008

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.06.049

zbMATH Keywords

robustnessincomplete informationmultiple objective programmingmultiple criteria decision analysisproject portfolio selection

Mathematics Subject Classification ID

Related Items (50)

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Uses Software

• ComPAIRS
• PRIME Decisions
• RICH Decisions

Cites Work

• Unnamed Item
• Rank inclusion in criteria hierarchies
• Preference programming for robust portfolio modeling and project selection
• Robust discrete optimization and its applications
• An Algorithm for Multiobjective Zero-One Linear Programming
• Multicriteria integer programming: A (hybrid) dynamic programming recursive approach
• Preference Assessment by Imprecise Ratio Statements

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