Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-019-03214-1.pdf
Reference52 articles.
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3. Alexander, S., Coleman, T. F., & Li, Y. (2006). Minimizing CVaR and VaR for a portfolio of derivatives. Journal of Banking & Finance,30(2), 583–605.
4. Archer, N. P., & Ghasemzadeh, F. (1999). An integrated framework for project portfolio selection. International Journal of Project Management,17(4), 207–216.
5. Carazo, A. F., Gómez, T., Molina, J., Hernández-Díaz, A. G., Guerrero, F. M., & Caballero, R. (2010). Solving a comprehensive model for multiobjective project portfolio selection. Computers & Operations Research,37(4), 630–639.
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