Customizing Modern Portfolio Theory for the Project Portfolio Selection Problem
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]
|Collections||ANU Research Publications|
|Source:||Academy of Management Proceedings|
|Access Rights:||Open Access|
|Customizing Modern Portfolio.pdf||1.18 MB||Adobe PDF|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.