About: Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The development of a portfolio of investment projects is a relatively underestimated economic practice, which often leads to wrong investment decisions with a negative impact on the corporate performance. This development is often done under certainty, which means with the only one possible scenario. The multi-criteria nature of the task character is also rarely respected. The evaluation of projects is usually done in isolation, without any connection to other projects or without taking into account dependencies between the projects. This paper aims to specify the problem of optimization of development of a project portfolio under risk (optimal allocation of scarce resources). The article offers two approaches to the optimization. The first approach is based on deterministic equivalents with application of bivalent programming (multi-criteria and mono-criteria optimization). The second one uses stochastic optimization based on the Monte Carlo simulation. The application of these model approaches can greatly improve the quality of the project portfolio development under risk. The development of a portfolio of investment projects is a relatively underestimated economic practice, which often leads to wrong investment decisions with a negative impact on the corporate performance. This development is often done under certainty, which means with the only one possible scenario. The multi-criteria nature of the task character is also rarely respected. The evaluation of projects is usually done in isolation, without any connection to other projects or without taking into account dependencies between the projects. This paper aims to specify the problem of optimization of development of a project portfolio under risk (optimal allocation of scarce resources). The article offers two approaches to the optimization. The first approach is based on deterministic equivalents with application of bivalent programming (multi-criteria and mono-criteria optimization). The second one uses stochastic optimization based on the Monte Carlo simulation. The application of these model approaches can greatly improve the quality of the project portfolio development under risk. (en)
Title	Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations (en)
skos:prefLabel	Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations (en)
skos:notation	RIV/49777513:23510/13:43919723!RIV14-MSM-23510___
http://linked.open...avai/riv/aktivita	I
http://linked.open...avai/riv/aktivity	I
http://linked.open...iv/cisloPeriodika	4
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Vacík, Emil Plevný, Miroslav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Západočeská univerzita v Plzni / Fakulta ekonomická
http://linked.open...dnocenehoVysledku	90017
http://linked.open...ai/riv/idVysledku	RIV/49777513:23510/13:43919723
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	risk; investment projects; simulation Monte Carlo; project portfolio development (en)
http://linked.open.../riv/klicoveSlovo	project portfolio development simulation Monte Carlo risk investment projects
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[5627A49507AD]
http://linked.open...i/riv/nazevZdroje	E+M. Ekonomie a Management
http://linked.open...in/vavai/riv/obor	AE
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	4 (xsd:int)
http://linked.open...UplatneniVysledku	2013
http://linked.open...v/svazekPeriodika	16
http://linked.open...iv/tvurceVysledku	Vacík, Emil Fotr, Jiří Plevný, Miroslav Švecová, Lenka
issn	1212-3609
number of pages	18 (xsd:int)
http://localhost/t...ganizacniJednotka	23510

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