Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach.
Vijaya DixitManoj Kumar TiwariPublished in: Ann. Oper. Res. (2020)
Keyphrases
- portfolio selection
- multiple objectives
- robust optimization
- portfolio optimization
- portfolio management
- multistage stochastic
- scheduling problem
- optimization problems
- multi objective
- multi objective optimization
- optimization methods
- combinatorial optimization
- optimization algorithm
- pareto optimal
- financial markets
- information systems
- genetic algorithm
- project management
- knapsack problem
- transaction costs
- software development