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DC poleHodnotaJazyk
dc.contributor.authorFotr, Jiří
dc.contributor.authorPlevný, Miroslav
dc.contributor.authorŠvecová, Lenka
dc.contributor.authorVacík, Emil
dc.date.accessioned2016-01-21T05:53:52Z
dc.date.available2016-01-21T05:53:52Z
dc.date.issued2013
dc.identifier.citationE+M. Ekonomie a Management = Economics and Management. 2013, č. 4, s. 71-88.cs
dc.identifier.issn1212-3609 (Print)
dc.identifier.issn2336-5604 (Online)
dc.identifier.urihttp://www.ekonomie-management.cz/download/1404732058_ebc0/2013_4+Multi-criteria+Project+Portfolio+Optimamization+Under+Risk+and+Specific+Litations.pdf
dc.identifier.urihttp://hdl.handle.net/11025/17525
dc.format18 s.cs
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherTechnická univerzita v Libercics
dc.relation.ispartofseriesE+M. Ekonomie a Management = Economics and Managementcs
dc.rights© Technická univerzita v Libercics
dc.rightsCC BY-NC 4.0cs
dc.subjectvývoj projektového portfoliacs
dc.subjectsimulace Monte Carlocs
dc.subjectinvestiční projektycs
dc.subjectrizikacs
dc.titleMulti-criteria project portfolio optimization under risk and specific limitationsen
dc.typečlánekcs
dc.typearticleen
dc.rights.accessopenAccessen
dc.type.versionpublishedVersionen
dc.description.abstract-translatedThe development of a portfolio of investment projects is a relatively underestimated economic practice, which often leads to wrong investment decisions with a negative impact on the corporate performance. This development is often done under certainty, which means with the only one possible scenario. The multi-criteria nature of the task character is also rarely respected. The evaluation of projects is usually done in isolation, without any connection to other projects or without taking into account dependencies between the projects. This paper aims to specify the problem of optimization of development of a project portfolio under risk (optimal allocation of scarce resources). The article offers two approaches to the optimization. The first approach is based on deterministic equivalents with application of bivalent programming (multi-criteria and mono-criteria optimization). The second one uses stochastic optimization based on the Monte Carlo simulation. The application of these model approaches can greatly improve the quality of the project portfolio development under risk.en
dc.subject.translatedproject portfolio developmenten
dc.subject.translatedsimulation Monte Carloen
dc.subject.translatedinvestment projectsen
dc.subject.translatedrisksen
dc.type.statusPeer-revieweden
Vyskytuje se v kolekcích:Číslo 4 (2013)
Články / Articles (KFU)
Číslo 4 (2013)

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Použijte tento identifikátor k citaci nebo jako odkaz na tento záznam: http://hdl.handle.net/11025/17525

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  1. DSpace at University of West Bohemia
  2. Publikace ZČU / UWB Publications
  3. Časopisy ZČU / UWB Journals
  4. Ekonomie a management
  5. 2013
  6. Číslo 4 (2013)