Abstract. Many methodologies have been introduced to deal with project portfolio selection problem including some techniques that help to evaluate individual projects, or to select...
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Our Portfolio Management Office helps to balance the demand on the firm’s resources from multiple competing and sometimes inter-dependent projects. Traditional Project/Portfolio...
Large software companies have to plan their project portfolio to maximize potential portfolio return and strategic alignment, while balancing various preferences, and considering ...
Determination of credit portfolio loss distributions is essential for the valuation and risk management of multiname credit derivatives such as CDOs. The default time model has re...