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Project selection of robust portfolio models with incomplete information

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  • Dongyue Zhou
  • Honglan Huang
  • Chenyu Teng
  • Peibiao Zhao

Abstract

Robust Portfolio Modeling (RPM) Theory is a decision-support methodology to analyze multiple criteria project portfolio problems. Liesioa et al [17] generalized RPM based on the appendix information, and studied the characteristics of non-inferior solution sets, but they did not compare the portfolio of each other in this non-inferior solution sets, and could not offer a precise decision. This paper considers this question, and gives a positive answer. The results posed in this paper can be regarded as a natural generalization of the work [17].

Suggested Citation

  • Dongyue Zhou & Honglan Huang & Chenyu Teng & Peibiao Zhao, 2012. "Project selection of robust portfolio models with incomplete information," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(2), pages 1-7.
    • Handle: RePEc:spt:fininv:v:1:y:2012:i:2:f:1_2_7
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