PROBE—A multicriteria decision support system for portfolio robustness evaluation
Abstract
This paper addresses the problem of selecting a robust portfolio of projects in the context of limited resources, multiple criteria, different project interactions and several types of uncertainty. A portfolio of projects is considered an undoubtedly robust choice if for a given uncertainty domain that affects the costs and/or the benefits of the projects there is no other portfolio that does not cost more and simultaneously may provide more...
Paper Details
Title
PROBE—A multicriteria decision support system for portfolio robustness evaluation
Published Date
Dec 1, 2012
Journal
Volume
54
Issue
1
Pages
534 - 550
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Notes
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