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Project Portfolio Evaluation Problem-Based on the Initial Construction and Periodic Revision Under Uncertainty  

Nam, Jae-Deog (숭실대학교 대학원 경영학과)
Ahn, Tae-Ho (숭실대학교 경영학부)
Yun, Jeong-Sun (국민대학교 경영학부)
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Abstract
This paper deals with modelling and introducing of the project portfolio construction and evaluation problem under uncertainty. The common way in industry of managing project portfolio is construction of initial portfolio considering uncertainties which exist inside and outside of portfolio, and periodic revision of portfolio due to the deviation from plans. In this paper, we introduce algorithm which reflecting the industrial common practice of initial planning and periodic revision. With this simulation method, probabilistic distribution of portfolio's performance in consideration can be found.
Keywords
프로젝트;포트폴리오 관리;
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