Project Portfolio Selection Considering Uncertainty: Stochastic Dominance-Based Fuzzy Ranking.
Liang-Hong WuLiang-Chuan WuJianming ShiYang-Tai ChouPublished in: Int. J. Fuzzy Syst. (2021)
Keyphrases
- portfolio selection
- stochastic dominance
- fuzzy random variables
- robust optimization
- portfolio management
- optimal portfolio
- fuzzy measures
- random variables
- portfolio optimization
- fuzzy logic
- mathematical programming
- financial markets
- project management
- fuzzy sets
- risk sensitive
- expected utility
- software development
- fuzzy rules
- decision support system
- expert systems
- graphical models
- transaction costs
- theoretical framework
- membership functions
- multiple objectives
- decision making
- multi attribute
- software projects