In today’s highly competitive marketplace, selecting an appropriate set of projects from a portfolio of candidate projects is vital for enterprises. An accurate selection of projects can steer a company to great success, while a careless selection may lead it to bankruptcy. Variability of project parameters such as benefit, cost, risk (failure probability), etc. during planning horizon makes th...

an alternative for decreasing risk for knowledge workers is effective & optimized work break.major performance criteria in r&d; based organization is successful projects. selection of opproporiate members can be a most effect on the projects achievement. but as the selection of r&d; special members lead to decrease of risk, repeatative participation of this people in the same project lead to kn...

risk management is one of the most important phases of project management and isthe most recently used by many researchers. in this paper, a fuzzy based method wasproposed which identifies different kinds of risks through the project life cycle.then, the project risk magnitude can be obtained in regards to five factors, namely“severity”, “occurrence”, and “not detection” which form fuzzy fmea a...

In this paper, we discuss a multiperiod portfolio selection problem with fuzzy returns. We present a new credibilitic multiperiod mean semi- absolute deviation portfolio selection with some real factors including transaction costs, borrowing constraints, entropy constraints, threshold constraints and risk control. In the proposed model, we quantify the investment return and risk associated with...

In this paper, we develop a novel goal programming model for solving a Value-at-Risk efficient portfolio selection problem. In this paper, the decision making processes in the financial problem take place in group settings where the most important decisions are made by groups of managers or experts whose preferences are often vague and cannot be estimated in exact numerical values. This paper p...