Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking
碩士 === 國立中興大學 === 科技管理研究所 === 106 === This paper proposes a comprehensive method based on the literature of project portfolio selection and fuzzy theory for considering both the monetary and non-monetary aspects of a project. We attempt to fill the gap of involving all key participants evaluate proj...
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ndltd-TW-106NCHU52300352019-08-15T03:37:47Z http://ndltd.ncl.edu.tw/handle/ymph88 Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking 考慮不確定性的專案投資組合選擇:基於隨機優越的模糊排序 Yang-Tai Chou 周暘泰 碩士 國立中興大學 科技管理研究所 106 This paper proposes a comprehensive method based on the literature of project portfolio selection and fuzzy theory for considering both the monetary and non-monetary aspects of a project. We attempt to fill the gap of involving all key participants evaluate project portfolio objectively and select the preferred ones. Using fuzzy theory and stochastic dominance (SD), managers can identify key uncertainty factors and estimate value in managing project portfolios. The rule for ranking project portfolios is modified from the traditional Mean-Variance (MV) approach, which is the maximum expected value in the triangular fuzzy number and minimum fuzzy coefficient variance. We test our method with data from 5 projects to demonstrate its practical application. We improved on existing methods in three ways: (1) We alleviate the subjective bias in risk assessment in estimating the expected value hidden in the project portfolio. (2) The key uncertainty factors can be identified through a top-down management process in most hierarchical organizational structures. (3) Adding the stochastic dominance rule to the fuzzy ranking process is more efficient for project portfolio selection. Liangchuan Wu 巫亮全 2018 學位論文 ; thesis 50 en_US |
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碩士 === 國立中興大學 === 科技管理研究所 === 106 === This paper proposes a comprehensive method based on the literature of project portfolio selection and fuzzy theory for considering both the monetary and non-monetary aspects of a project. We attempt to fill the gap of involving all key participants evaluate project portfolio objectively and select the preferred ones. Using fuzzy theory and stochastic dominance (SD), managers can identify key uncertainty factors and estimate value in managing project portfolios. The rule for ranking project portfolios is modified from the traditional Mean-Variance (MV) approach, which is the maximum expected value in the triangular fuzzy number and minimum fuzzy coefficient variance. We test our method with data from 5 projects to demonstrate its practical application. We improved on existing methods in three ways: (1) We alleviate the subjective bias in risk assessment in estimating the expected value hidden in the project portfolio. (2) The key uncertainty factors can be identified through a top-down management process in most hierarchical organizational structures. (3) Adding the stochastic dominance rule to the fuzzy ranking process is more efficient for project portfolio selection.
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author2 |
Liangchuan Wu |
author_facet |
Liangchuan Wu Yang-Tai Chou 周暘泰 |
author |
Yang-Tai Chou 周暘泰 |
spellingShingle |
Yang-Tai Chou 周暘泰 Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking |
author_sort |
Yang-Tai Chou |
title |
Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking |
title_short |
Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking |
title_full |
Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking |
title_fullStr |
Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking |
title_full_unstemmed |
Project Portfolio Selection Considering Uncertainty Stochastic Dominance Based on Fuzzy Ranking |
title_sort |
project portfolio selection considering uncertainty stochastic dominance based on fuzzy ranking |
publishDate |
2018 |
url |
http://ndltd.ncl.edu.tw/handle/ymph88 |
work_keys_str_mv |
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