due to project evaluation complexity and resource constraints, the project portfolio optimization is numerous decision making challenges. hence, many researches have been done to introduce model and methods for portfolio optimization. but most of them have not considered the interaction between projects. considering the interactions between projects increase complexity of portfolio optimization...

Although recently a lot of attention has been devoted to IT project portfolio management in theory as well as in practice, research in this area is particularly focused on approaches for project selection. Related tasks and especially the organizational environment in which IT project portfolio management is embedded are often excluded. This paper relates existing findings from the field of IT ...

portfolio selection is considered a critically significant decision, firms have to make. as such, much research has been focused on the selection of a portfolio with a controlled level of risk and high expected return. this paper uses a new definition of risk for portfolio selection whereby risk taking is taken as a curve instead of a specific value. in this paper, a genetic algorithm is presen...

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...

a r t i c l e i n f o As global competition intensifies, many national research institutes (NRIs) are investing substantial resources in research and development (R&D) to gain competitive advantage and develop the national economy. However, R&D investment involves a high degree of market and technological uncertainty. The literature on project portfolio selection focuses on either quantitative ...

This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objective portfolio optimization model with gaining of portfolio, divided yield and risk control is propo...

Based on the theory of existing research project portfolio management, paper analyzes key factors selection, and evaluates them using fuzzy comprehensive evaluation method. Finally, builds a choice integer programming model based 0/1 programming, which is organizations strategies.