Project Portfolios Risk Response Strategy Selection Using Bayesian Belief Networks

سال انتشار: 1396
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 532

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شناسه ملی سند علمی:

IPMC13_052

تاریخ نمایه سازی: 1 مرداد 1397

چکیده مقاله:

Project portfolio risk management has received a growing attention in recent years from both practical and academic communities. But still there is few analytical tools dedicated to it. Portfolio risk management involves risk response strategy selection that has been considered by researchers in a context of a single project, but there is no analytical method for it in a portfolio. This research suggests a Bayesian Belief Network for modeling the portfolio risks, their interdependencies, and their effects on portfolio components, and response strategies that affect risks or risk impacts. An optimization model is proposed that minimizes sum of the cost of risk remained effects on portfolio component objectives and response implementation costs. A simple portfolio example is also provided to illustrate the practicality of the proposed model.

نویسندگان

Ghasem Mokhtari

Assistant Professor, Department of Industrial Engineering,University of Qom,, Qom, Iran

Fatemeh Aghagoli

MSc student, Department of Industrial Engineering, University of Qom, Qom, Iran