In traditional information technology project portfolio management (ITPPM), managers often pay more attention to the optimization of portfolio selection in the initial stage. In fact, during the portfolio implementation process, there are still issues to be optimized. Organizing cooperation will enhance the efficiency, although it brings more immediate risk due to the complex variety of links b...

the credit portfolio management and the optimal credit portfolio selection are identified as one of the most effective factors in banks’ credit risk. two main strategies in this regard include diversification versus concentration. in this study, at first, the status of diversification of iran’s banking sector is analyzed, then the relationship between diversification of the credit portfolio and...

Portfolio selection for strategic management is a crucial activity in many organizations, and it is concerned with a complex process that involves many decision-making situations. In order to decide which of the proposed projects should be retained in the final project portfolio, numerous conflicting criteria must be considered. They include economic, personnel development, and corporate image....

This paper discusses an R & D project selection and scheduling problem in which there are no historical data about the project parameter values. The net income and investment cost in the problem are given by experts’ evaluations and treated as uncertain variables. The different interactions among projects and the flexibility of project beginning time are considered. A new cost overrun risk is e...

Project scheduling is the part of project management that deals with determining when intime to start (and finish) which activities and with the allocation of scarce resources to theproject activities. In practice, virtually all project managers are confronted with resourcescarceness. In such cases, the Resource-Constrained Project Scheduling Problem (RCPSP)arises. This optimization problem has...

Using Metaheuristics models and Evolutionary Algorithms for solving portfolio problem has been considered in recent years.In this study, by using particles swarm optimization and tabu search algorithms we  optimized two-sided risk measures . A standard exact penalty function transforms the considered portfolio selection problem into an equivalent unconstrained minimization problem. And in final...

Existing project selection models do not consider the complexity of projects as a selection criterion, while their complexity may prolong the project duration and even result in its failure. In addition, existing models cannot formulate the aggregate complexity of the selected projects. The aggregated complexity is not always equal to summation of complexity of projects because of possible syne...

In the last decade, theory of constraint application in project management lead to make a new approach for project scheduling and control as a critical chain. In this paper, a multi-objective optimization model for multi-project scheduling on critical chain is investigated. The objectives include time, cost and quality. In order to solve the problem, a Simulated Annealing algorithm is developed...