Many-objective portfolio optimization approach for stormwater management project selection encouraging decision maker buy-in.
Michael Di MatteoHolger R. MaierGraeme C. DandyPublished in: Environ. Model. Softw. (2019)
Keyphrases
- decision makers
- portfolio optimization
- portfolio management
- risk averse
- decision making
- portfolio selection
- decision support system
- project management
- risk management
- utility function
- problems involving
- investment decisions
- factor analysis
- management system
- multiple objectives
- stock price
- expected utility
- bi objective
- stock exchange
- robust optimization
- optimization methods
- non stationary
- stock market
- software development
- data mining