Multi-period project portfolio selection under risk considerations and stochastic income

Multi-period project portfolio selection under risk considerations and stochastic income

Abstract This paper deals with multi-period project portfolio selection problem. In this problem, the available budget is invested on the best portfolio of projects in each period such that the net profit is maximized. We also consider more realistic assumptions to cover wider range of applications...

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Bibliographic Details
Main Authors: Ali Asghar Tofighian, Hamid Moezzi, Morteza Khakzar Barfuei, Mahmood Shafiee
Format: Article
Language:English
Published: Islamic Azad University 2018-02-01
Series:Journal of Industrial Engineering International
Subjects:
Portfolio selection
Risk analysis
Investment
Genetic algorithm
Particle swarm optimization
Project interdependency
Online Access:http://link.springer.com/article/10.1007/s40092-017-0242-6

Internet

http://link.springer.com/article/10.1007/s40092-017-0242-6

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