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Monte Carlo Simulations of Project Portfolios

In: Project Risk Analysis Made Ridiculously Simple

Author

Listed:
  • Lev Virine
  • Michael Trumper

Abstract

Project portfolios tend to be large and complex and any comprehensive analysis of them mirrors this complexity. Because of the unique requirements of portfolio analysis, we have allocated an entire chapter to this topic. Project portfolio Monte Carlo risk analysis requires additional consideration as they can have a large number of projects with interdependencies between projects. This chapter explains a number of modeling methods, which are intended to improve performance of Monte Carlo simulations.

Suggested Citation

  • Lev Virine & Michael Trumper, 2017. "Monte Carlo Simulations of Project Portfolios," World Scientific Book Chapters, in: Project Risk Analysis Made Ridiculously Simple, chapter 16, pages 215-224, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814759380_0016
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    More about this item

    Keywords

    Project Management; Risk Management; Risk Analysis;
    All these keywords.

    JEL classification:

    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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