Managing Underperformance Risk in Project Portfolio Selection.
Nicholas G. HallDaniel Zhuoyu LongJin QiMelvyn SimPublished in: Oper. Res. (2015)
Keyphrases
- portfolio selection
- portfolio management
- portfolio optimization
- risk measures
- multistage stochastic
- optimal portfolio
- robust optimization
- transaction costs
- investment decisions
- financial markets
- case based reasoning
- multiple objectives
- case study
- information systems
- neural network
- project management
- feature space
- decision making