recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. under these conditions, considering uncertainty for a favorite investment is more serious than before. multi-objective portfolio selection (return, liquidity, risk and initial cost of investment objectives) using minmax fuzzy goal programmin...

While a growing body of literature focuses in detecting and analyzing the main reasons affecting project success, the use of these results in project portfolio management is still under investigation. Project critical success factors (CSFs) can serve as the fundamental criteria to prevent possible causes of failures with an effective project selection process, taking into account company strate...

In project portfolio management, the sources of change, task interactions, and the necessity for distributed planning should be considered. Most existing project methods have difficulties to produce desired results in highly dynamic multi-projects environments. In this paper, we present a project portfolio management approach with multi-agent. We described the types of agents used in project po...

this paper discusses the portfolio selection based on robust optimization. since the parameters values of the portfolio optimization problem such as price of the stock, dividends, returns, etc. of per share are unknown, variable and their distributions are uncertain because of the market and price volatility, therefore, there is a need for the development and application of methodologies for de...

Risks are natural and inherent characteristics of major projects. Risks are usually considered independently in analysis of risk responses. However, most risks are dependent on each other and dependent risks are rare in the real world. This paper proposes a model for proper risk response selection from the responses portfolio with the purpose of optimization of defined criteria for projects. Th...

The main activities in project portfolio allocation management are selecting the right project components given a strategy. It is crucial to establish a scientific system of evaluation indexes to guarantee the closeness between strategy and project portfolio allocation optimally. With organizations growing in sizes, the functions and objectives of project components are becoming more and more d...

The intention of this article is to perform a brief analysis of portfolio management in Brazil, using research conducted by the Project Management Institute through pmsurvey.org, which provides consolidated information on how companies plan and manage their portfolios and projects. Based on the identification of latent need for improvement in the portfolio management process, this study propose...