Portfolio decision analysis: Recent developments and future prospects
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DOI: 10.1016/j.ejor.2020.12.015
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- Gasparini, Gaia & Brunelli, Matteo & Chiriac, Marius Dan, 2022. "Multi-period portfolio decision analysis: A case study in the infrastructure management sector," Operations Research Perspectives, Elsevier, vol. 9(C).
- Kraft, Holger & Weiss, Farina, 2023. "Pandemic portfolio choice," European Journal of Operational Research, Elsevier, vol. 305(1), pages 451-462.
- Marttunen, Mika & Haara, Arto & Hjerppe, Turo & Kurttila, Mikko & Liesiö, Juuso & Mustajoki, Jyri & Saarikoski, Heli & Tolvanen, Anne, 2023. "Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem," European Journal of Operational Research, Elsevier, vol. 307(2), pages 842-859.
- Brunelli, Matteo & Corrente, Salvatore, 2024. "Modeling criteria and project interactions in portfolio decision analysis with the Choquet integral," Omega, Elsevier, vol. 126(C).
- Musa Çağlar & Sinan Gürel, 2024. "Public R &D project portfolio selection under expenditure uncertainty," Annals of Operations Research, Springer, vol. 341(1), pages 375-399, October.
- Fecarotti, Claudia & Andrews, John & Pesenti, Raffaele, 2021. "A mathematical programming model to select maintenance strategies in railway networks," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
- Ali Tlili & Oumaima Khaled & Vincent Mousseau & Wassila Ouerdane, 2023. "Interactive portfolio selection involving multicriteria sorting models," Annals of Operations Research, Springer, vol. 325(2), pages 1169-1195, June.
- Liesiö, Juuso & Kee, Taeyoung & Malo, Pekka, 2024. "Modeling project interactions in multiattribute portfolio decision analysis: Axiomatic foundations and practical implications," European Journal of Operational Research, Elsevier, vol. 316(3), pages 988-1000.
- Salo, Ahti & Doumpos, Michalis & Liesiö, Juuso & Zopounidis, Constantin, 2024. "Fifty years of portfolio optimization," European Journal of Operational Research, Elsevier, vol. 318(1), pages 1-18.
- Zhang, Xinwei & Yan, Yong & Wang, Lilin & Wang, Yang, 2024. "A ranking approach for robust portfolio decision analysis based on multilinear portfolio utility functions and incomplete preference information," Omega, Elsevier, vol. 122(C).
- Salo, Ahti & Andelmin, Juho & Oliveira, Fabricio, 2022. "Decision programming for mixed-integer multi-stage optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 299(2), pages 550-565.
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Keywords
Decision support systems; Portfolio decision analysis; Project portfolio selection; Portfolio modelling; Resource allocation;All these keywords.
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