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Preference programming for robust portfolio modeling and project selection
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- Vilkkumaa, Eeva & Liesiö, Juuso & Salo, Ahti, 2014. "Optimal strategies for selecting project portfolios using uncertain value estimates," European Journal of Operational Research, Elsevier, vol. 233(3), pages 772-783.
- Panos Xidonas & Haris Doukas & George Mavrotas & Olena Pechak, 2016. "Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model," Annals of Operations Research, Springer, vol. 247(2), pages 395-413, December.
- Toppila, Antti & Salo, Ahti, 2017. "Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores," European Journal of Operational Research, Elsevier, vol. 260(1), pages 244-254.
- Jyrki Wallenius & James S. Dyer & Peter C. Fishburn & Ralph E. Steuer & Stanley Zionts & Kalyanmoy Deb, 2008. "Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead," Management Science, INFORMS, vol. 54(7), pages 1336-1349, July.
- Baker, Erin & Bosetti, Valentina & Salo, Ahti, 2016.
"Finding Common Ground when Experts Disagree: Belief Dominance over Portfolios of Alternatives,"
MITP: Mitigation, Innovation and Transformation Pathways
243147, Fondazione Eni Enrico Mattei (FEEM).
- Erin Baker & Valentina Bosetti & Ahti Salo, 2016. "Finding Common Ground when Experts Disagree: Belief Dominance over Portfolios of Alternatives," Working Papers 2016.46, Fondazione Eni Enrico Mattei.
- Richard PEK & Marcel RIEDL & Vilém JARSKÝ, 2017. "Innovative approaches in forest management - the application of a business model to designing a small-scale forestry strategy," Journal of Forest Science, Czech Academy of Agricultural Sciences, vol. 63(9), pages 393-400.
- Mavrotas, George & Pechak, Olena & Siskos, Eleftherios & Doukas, Haris & Psarras, John, 2015. "Robustness analysis in Multi-Objective Mathematical Programming using Monte Carlo simulation," European Journal of Operational Research, Elsevier, vol. 240(1), pages 193-201.
- Balderas, Fausto & Fernández, Eduardo & Cruz-Reyes, Laura & Gómez-Santillán, Claudia & Rangel-Valdez, Nelson, 2022. "Solving group multi-objective optimization problems by optimizing consensus through multi-criteria ordinal classification," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1014-1029.
- 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.
- Harju, Mikko & Liesiö, Juuso & Virtanen, Kai, 2019. "Spatial multi-attribute decision analysis: Axiomatic foundations and incomplete preference information," European Journal of Operational Research, Elsevier, vol. 275(1), pages 167-181.
- Liesiö, Juuso & Salo, Ahti, 2012. "Scenario-based portfolio selection of investment projects with incomplete probability and utility information," European Journal of Operational Research, Elsevier, vol. 217(1), pages 162-172.
- Madjid Tavana & Mariya Sodenkamp & Leena Suhl, 2010. "A soft multi-criteria decision analysis model with application to the European Union enlargement," Annals of Operations Research, Springer, vol. 181(1), pages 393-421, December.
- Erin Baker & Valentina Bosetti & Ahti Salo, 2017. "Finding common ground when experts disagree: Robust portfolio decision analysis," Working Papers 2017/11, Institut d'Economia de Barcelona (IEB).
- Brunelli, Matteo & Corrente, Salvatore, 2024. "Modeling criteria and project interactions in portfolio decision analysis with the Choquet integral," Omega, Elsevier, vol. 126(C).
- Selin Özpeynirci & Özgür Özpeynirci & Vincent Mousseau, 2021. "An interactive algorithm for resource allocation with balance concerns," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(4), pages 983-1005, December.
- Feng Yang & Shiling Song & Wei Huang & Qiong Xia, 2015. "SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis," Annals of Operations Research, Springer, vol. 233(1), pages 535-547, October.
- Mavrotas, George & Makryvelios, Evangelos, 2021. "Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio selection: A case study from Greece," European Journal of Operational Research, Elsevier, vol. 291(2), pages 794-806.
- Tom Pape, 2020. "Value of agreement in decision analysis: Concept, measures and application," Papers 2012.13816, arXiv.org.
- Wang, Jue & Xu, Wei & Ma, Jian & Wang, Shouyang, 2013. "A vague set based decision support approach for evaluating research funding programs," European Journal of Operational Research, Elsevier, vol. 230(3), pages 656-665.
- Liesiö, Juuso & Andelmin, Juho & Salo, Ahti, 2020. "Efficient allocation of resources to a portfolio of decision making units," European Journal of Operational Research, Elsevier, vol. 286(2), pages 619-636.
- Pape, Tom, 2017. "Value of agreement in decision analysis: concept, measures and application," LSE Research Online Documents on Economics 68682, London School of Economics and Political Science, LSE Library.
- Huang, Dashan & Zhu, Shushang & Fabozzi, Frank J. & Fukushima, Masao, 2010. "Portfolio selection under distributional uncertainty: A relative robust CVaR approach," European Journal of Operational Research, Elsevier, vol. 203(1), pages 185-194, May.
- 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.
- Schäfer, Luca E. & Dietz, Tobias & Barbati, Maria & Figueira, José Rui & Greco, Salvatore & Ruzika, Stefan, 2021. "The binary knapsack problem with qualitative levels," European Journal of Operational Research, Elsevier, vol. 289(2), pages 508-514.
- Fausto Balderas & Eduardo Fernandez & Claudia Gomez-Santillan & Nelson Rangel-Valdez & Laura Cruz, 2019. "An Interval-Based Approach for Evolutionary Multi-Objective Optimization of Project Portfolios," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1317-1358, July.
- Toppila, Antti & Salo, Ahti, 2017. "Selection of risk reduction portfolios under interval-valued probabilities," Reliability Engineering and System Safety, Elsevier, vol. 163(C), pages 69-78.
- Pohl, Erik & Geldermann, Jutta, 2024. "Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals," European Journal of Operational Research, Elsevier, vol. 316(1), pages 386-395.
- Mancuso, A. & Compare, M. & Salo, A. & Zio, E. & Laakso, T., 2016. "Risk-based optimization of pipe inspections in large underground networks with imprecise information," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 228-238.
- Pekka Mild & Ahti Salo, 2009. "Combining a Multiattribute Value Function with an Optimization Model: An Application to Dynamic Resource Allocation for Infrastructure Maintenance," Decision Analysis, INFORMS, vol. 6(3), pages 139-152, September.
- Javier Panadero & Jana Doering & Renatas Kizys & Angel A. Juan & Angels Fito, 2020. "A variable neighborhood search simheuristic for project portfolio selection under uncertainty," Journal of Heuristics, Springer, vol. 26(3), pages 353-375, June.
- Leena Ilmola‐Sheppard & Phillip White, 2024. "Extreme uncertainty requires extreme resilience: Identifying the features of resilience in complex social systems faced with deep uncertainty," Futures & Foresight Science, John Wiley & Sons, vol. 6(3), September.
- Barbati, Maria & Greco, Salvatore & Kadziński, Miłosz & Słowiński, Roman, 2018. "Optimization of multiple satisfaction levels in portfolio decision analysis," Omega, Elsevier, vol. 78(C), pages 192-204.
- Montibeller, Gilberto & Franco, L. Alberto & Lord, Ewan & Iglesias, Aline, 2009. "Structuring resource allocation decisions: A framework for building multi-criteria portfolio models with area-grouped options," European Journal of Operational Research, Elsevier, vol. 199(3), pages 846-856, December.
- van Valkenhoef, Gert & Tervonen, Tommi, 2016. "Entropy-optimal weight constraint elicitation with additive multi-attribute utility models," Omega, Elsevier, vol. 64(C), pages 1-12.
- Liesiö, Juuso & Mild, Pekka & Salo, Ahti, 2008. "Robust portfolio modeling with incomplete cost information and project interdependencies," European Journal of Operational Research, Elsevier, vol. 190(3), pages 679-695, November.
- Yael Grushka-Cockayne & Bert De Reyck & Zeger Degraeve, 2008. "An Integrated Decision-Making Approach for Improving European Air Traffic Management," Management Science, INFORMS, vol. 54(8), pages 1395-1409, August.
- Yael Grushka-Cockayne & Bert De Reyck, 2009. "Towards a Single European Sky," Interfaces, INFORMS, vol. 39(5), pages 400-414, October.
- Mancuso, A. & Compare, M. & Salo, A. & Zio, E., 2019. "Portfolio optimization of safety measures for the prevention of time-dependent accident scenarios," Reliability Engineering and System Safety, Elsevier, vol. 190(C), pages 1-1.
- Mastorakis, Kostis & Siskos, Eleftherios, 2016. "Value focused pharmaceutical strategy determination with multicriteria decision analysis techniques," Omega, Elsevier, vol. 59(PA), pages 84-96.
- Juuso Liesiö, 2014. "Measurable Multiattribute Value Functions for Portfolio Decision Analysis," Decision Analysis, INFORMS, vol. 11(1), pages 1-20, March.
- Marques, Adriana Cavalcante & Frej, Eduarda Asfora & de Almeida, Adiel Teixeira, 2022. "Multicriteria decision support for project portfolio selection with the FITradeoff method," Omega, Elsevier, vol. 111(C).
- Vijaya Dixit & Manoj Kumar Tiwari, 2020. "Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach," Annals of Operations Research, Springer, vol. 285(1), pages 9-33, February.
- Vilkkumaa, Eeva & Liesiö, Juuso & Salo, Ahti & Ilmola-Sheppard, Leena, 2018. "Scenario-based portfolio model for building robust and proactive strategies," European Journal of Operational Research, Elsevier, vol. 266(1), pages 205-220.
- R?zvan C?t?lin DOBREA & Felicia Alina DINU, 2014. "A Build-Up Algorithm For Sustainable Discount Rates Projections," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 8(1), pages 1181-1191, November.
- Baker, Erin & Bosetti, Valentina & Salo, Ahti, 2020. "Robust portfolio decision analysis: An application to the energy research and development portfolio problem," European Journal of Operational Research, Elsevier, vol. 284(3), pages 1107-1120.
- Kajanus, Miika & Leban, Vasja & Glavonjić, Predrag & Krč, Janez & Nedeljković, Jelena & Nonić, Dragan & Nybakk, Erlend & Posavec, Stjepan & Riedl, Marcel & Teder, Meelis & Wilhelmsson, Erik & Zālīte, , 2019. "What can we learn from business models in the European forest sector: Exploring the key elements of new business model designs," Forest Policy and Economics, Elsevier, vol. 99(C), pages 145-156.
- Eduardo Fernández & Claudia Gómez-Santillán & Nelson Rangel-Valdez & Laura Cruz-Reyes, 2022. "Group Multi-Objective Optimization Under Imprecision and Uncertainty Using a Novel Interval Outranking Approach," Group Decision and Negotiation, Springer, vol. 31(5), pages 945-994, October.
- Punkka, Antti & Salo, Ahti, 2013. "Preference Programming with incomplete ordinal information," European Journal of Operational Research, Elsevier, vol. 231(1), pages 141-150.
- Seunghoon Lee & Young Hoon Lee & Yongho Choi, 2019. "Project Portfolio Selection Considering Total Cost of Ownership in the Automobile Industry," Sustainability, MDPI, vol. 11(17), pages 1-17, August.
- 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).
- Fliedner, Thomas & Liesiö, Juuso, 2016. "Adjustable robustness for multi-attribute project portfolio selection," European Journal of Operational Research, Elsevier, vol. 252(3), pages 931-946.
- Ahti Salo, 2012. "A Seminar for Solving Client Problems in Project Teams," INFORMS Transactions on Education, INFORMS, vol. 13(1), pages 17-27, September.
- Gutjahr, Walter J. & Katzensteiner, Stefan & Reiter, Peter & Stummer, Christian & Denk, Michaela, 2010. "Multi-objective decision analysis for competence-oriented project portfolio selection," European Journal of Operational Research, Elsevier, vol. 205(3), pages 670-679, September.
- Barbati, Maria & Corrente, Salvatore & Greco, Salvatore, 2020. "A general space-time model for combinatorial optimization problems (and not only)," Omega, Elsevier, vol. 96(C).
- Liesiö, Juuso & Punkka, Antti, 2014. "Baseline value specification and sensitivity analysis in multiattribute project portfolio selection," European Journal of Operational Research, Elsevier, vol. 237(3), pages 946-956.
- Tobias Fasth & Samuel Bohman & Aron Larsson & Love Ekenberg & Mats Danielson, 2020. "Portfolio Decision Analysis for Evaluating Stakeholder Conflicts in Land Use Planning," Group Decision and Negotiation, Springer, vol. 29(2), pages 321-343, April.
- Kokkala, Juho & Poropudas, Jirka & Virtanen, Kai, 2015. "Rationalizable Strategies in Games With Incomplete Preferences," MPRA Paper 68331, University Library of Munich, Germany.
- Lean Yu & Shouyang Wang & Fenghua Wen & Kin Lai, 2012. "Genetic algorithm-based multi-criteria project portfolio selection," Annals of Operations Research, Springer, vol. 197(1), pages 71-86, August.
- Tavana, Madjid & Di Caprio, Debora, 2016. "Modeling synergies in multi-criteria supplier selection and order allocation: An application to commodity tradingAuthor-Name: Sodenkamp, Mariya A," European Journal of Operational Research, Elsevier, vol. 254(3), pages 859-874.
- Morton, Alec, 2014. "Aversion to health inequalities in healthcare prioritisation: A multicriteria optimisation perspective," Journal of Health Economics, Elsevier, vol. 36(C), pages 164-173.
- Antti Punkka & Ahti Salo, 2014. "Scale Dependence and Ranking Intervals in Additive Value Models Under Incomplete Preference Information," Decision Analysis, INFORMS, vol. 11(2), pages 83-104, June.
- 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.
- Juho Kokkala & Kimmo Berg & Kai Virtanen & Jirka Poropudas, 2019. "Rationalizable strategies in games with incomplete preferences," Theory and Decision, Springer, vol. 86(2), pages 185-204, March.
- Mikko Kurttila & Arto Haara & Artti Juutinen & Jouni Karhu & Paavo Ojanen & Jouni Pykäläinen & Miia Saarimaa & Oili Tarvainen & Sakari Sarkkola & Anne Tolvanen, 2020. "Applying a Multi-Criteria Project Portfolio Tool in Selecting Energy Peat Production Areas," Sustainability, MDPI, vol. 12(5), pages 1-16, February.
- Eeva Vilkkumaa & Ahti Salo & Juuso Liesiö, 2014. "Multicriteria Portfolio Modeling for the Development of Shared Action Agendas," Group Decision and Negotiation, Springer, vol. 23(1), pages 49-70, January.
- Liesiö, Juuso & Kallio, Markku & Argyris, Nikolaos, 2023. "Incomplete risk-preference information in portfolio decision analysis," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1084-1098.