Multicriteria portfolio decision analysis for project selection

Alec Morton, Jeffrey M. Keisler, Ahti Salo

Research output: Chapter in Book/Report/Conference proceedingChapter

32 Citations (Scopus)
60 Downloads (Pure)

Abstract

Multicriteria Portfolio Analysis spans several methods which typically employ build on MCDA to guide the selection of a subset (i.e.,portfolio) of available objects, with the aim of maximising the performance of the resulting portfolio with regard to multiple criteria, subject to the requirement that the selected portfolio does not consume of resources consumed by the portfolio does not exceed the availability of resources and, moreover, satisfies other relevant constraints as well. In this chapter, we present a formal model of this selection problem and describe how this model can present both challenges (e.g. portfolio value may, due to the interactions of elements, depend on project-level decisions in complex and non-additive ways) and opportunities (e.g.triage rules can be used to focus elicitation on projects which are critical) for value assessment. We also survey the application of Portfolio Decision Analysis in several domains, such as allocation of R&D expenditure, military procurement, prioritisation of healthcare projects, and environment and energy planning, and conclude by outlining possible future research directions.
Original languageEnglish
Title of host publicationMultiple Criteria Decision Analysis
Subtitle of host publicationState of the Art Surveys
EditorsS Greco, M Ehrgott, J R Figueira
Place of PublicationNew York
PublisherSpringer
Pages1269-1298
Number of pages30
Volume233
Edition2
ISBN (Print)9781493930937, 9781493979851
DOIs
Publication statusPublished - 21 Mar 2016

Publication series

NameInternational Series in Operations Research & Management Science
PublisherSpringer
Number2
Volume233
ISSN (Print)0884-8289

Keywords

  • multicriteria portfolio analysis
  • decision analysis
  • portfolio planning

Fingerprint

Dive into the research topics of 'Multicriteria portfolio decision analysis for project selection'. Together they form a unique fingerprint.

Cite this