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...

This study explores the possibility of applying concept lean thinking to choice investment directions for technological entrepreneurship projects in post-era era reduce global and project risks ensure sustainable development. The analysis modern tools responsible carried away, feasibility combining an approach development create comprehensive support effective implementation innovations uncerta...

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...

– Sustainable evaluation of construction projects in strategy-focused condition is the main issue for municipalities to appropriately improve public sector services. In this respect, the group decision-making methods could help experts to select suitable sustainable projects and to schedule them regarding their ranking results. Therefore, the objective of this study is to present a hybrid group...

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...

in the science of operation research and decision theory, selection is the most important process. selection is a process that studies multiple qualitative and quantitative criteria, related to the science of management, which are mostly incompatible with each other. the multi criteria selection of a renewable energy portfolio is one of the main issues considered in multi criteria literature. i...

this paper proposes a family of robust counterpart for uncertain linear programs (lp) which is obtained for a general definition of the uncertainty region. the relationship between uncertainty sets using norm bod-ies and their corresponding robust counterparts defined by dual norms is presented. those properties lead us to characterize primal and dual robust counterparts. the researchers show t...

Research and development portfolio management is traditionally technologically and financially dominated, with little or no attention to the sustainable focus, which represents the triple bottom line: not only financial (and technical) issues but also human and environmental values. This is mainly due to the lack of quantified and reliable data on the human aspects of product/service developmen...