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Statements

Subject Item
n2:RIV%2F49777513%3A23510%2F13%3A43919723%21RIV14-MSM-23510___
rdf:type
skos:Concept n13:Vysledek
dcterms: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.
dcterms:title
Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations
skos:prefLabel
Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations Multi-Criteria Project Portfolio Optimization under Risk and Specific Limitations
skos:notation
RIV/49777513:23510/13:43919723!RIV14-MSM-23510___
n13:predkladatel
n14:orjk%3A23510
n3:aktivita
n12:I
n3:aktivity
I
n3:cisloPeriodika
4
n3:dodaniDat
n6:2014
n3:domaciTvurceVysledku
n4:3379701 n4:5012481
n3:druhVysledku
n17:J
n3:duvernostUdaju
n10:S
n3:entitaPredkladatele
n11:predkladatel
n3:idSjednocenehoVysledku
90017
n3:idVysledku
RIV/49777513:23510/13:43919723
n3:jazykVysledku
n15:eng
n3:klicovaSlova
risk; investment projects; simulation Monte Carlo; project portfolio development
n3:klicoveSlovo
n7:simulation%20Monte%20Carlo n7:project%20portfolio%20development n7:investment%20projects n7:risk
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[5627A49507AD]
n3:nazevZdroje
E+M. Ekonomie a Management
n3:obor
n8:AE
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
4
n3:rokUplatneniVysledku
n6:2013
n3:svazekPeriodika
16
n3:tvurceVysledku
Vacík, Emil Fotr, Jiří Plevný, Miroslav Švecová, Lenka
s:issn
1212-3609
s:numberOfPages
18
n18:organizacniJednotka
23510