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Customizing Modern Portfolio Theory for the Project Portfolio Selection Problem

Merikhi, Elham; Zwikael, Ofer


As organization’s performance depends on the projects it implements, selecting the most appropriate set of projects given limited resources is a crucial decision. In such project portfolio selection decision, the combined analysis of portfolios’ returns and risks, i.e. risk-return optimization, is essential since a project portfolio with a high attractive expected return might also expose the organization to a large loss. Furthermore, as these two variables are influenced by some external...[Show more]

CollectionsANU Research Publications
Date published: 2017
Type: Conference paper
Source: Academy of Management Proceedings
DOI: 10.5465/AMBPP.2017.13178abstract
Access Rights: Open Access


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