Portfolio robustness evaluation: a case study in the electricity sector

Portfolio robustness evaluation: a case study in the electricity sector

Managers continually face the task of allocating resources to projects when there is not enough money to fund them all. Portfolio Robustness Evaluation (PROBE) is a multicriteria decision support system developed to help managers to perform that difficult task. This paper presents a PROBE model, de...

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Bibliographic Details
Main Authors: João Carlos Lourenço, João Oliveira Soares, Carlos A. Bana E Costa
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2017-01-01
Series:Technological and Economic Development of Economy
Subjects:
portfolio decision analysis
portfolio robustness evaluation
resource allocation
multicriteria analysis
electricity sector
Online Access:http://journals.vgtu.lt/index.php/TEDE/article/view/628

Internet

http://journals.vgtu.lt/index.php/TEDE/article/view/628

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