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Optimization of R&D project portfolios under endogenous uncertainty · Study

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ArticleOptimization of R&D project portfolios under endogenous uncertainty

Senay Solak2010

Article2010

Optimization of R&D project portfolios under endogenous uncertainty

Senay Solak · John-Paul Clarke · Ellis L. Johnson · Earl R. Barnes

135 citations·0/0 files stored·European Journal of Operational Research

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Risk and Portfolio Optimization Capital Investment and Risk Analysis Resource-Constrained Project Scheduling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 135 citations exist upstream.

References

1952PORTFOLIO SELECTION*1989Handbooks in operations research and management science 2002The Sample Average Approximation Method for Stochastic Discrete Optimization 1999Dual decomposition in stochastic integer programming 2001Technology portfolio management: optimizing interdependent projects over multiple time periods 2006A Class of stochastic programs with decision dependent uncertainty 2004Managing a Portfolio of Interdependent New Product Candidates in the Pharmaceutical Industry 2002Dynamic Portfolio Selection of NPD Programs Using Marginal Returns

Cited by

2016Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties 2018Decision-dependent probabilities in stochastic programs with recourse 2014An economic–probabilistic model for project selection and prioritization 2017Project portfolio selection and planning with fuzzy constraints 2019Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach 2020Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio selection: A case study from Greece 2016Static R&D project portfolio selection in public organizations 2013A fuzzy group data envelopment analysis model for high-technology project selection: A case study at NASA

Details

Year2010

Typearticle

Published2010-05-20

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations135

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1016/j.ejor.2010.04.032

openalex_workW2010659249

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