NDLI: OptFolio - a simulation optimization system for project portfolio planning

Content Provider	IEEE Xplore Digital Library
Author	April, J. Glover, F. Kelly, J.P.
Copyright Year	2003
Description	Author affiliation: OptTek Syst., Inc., Boulder, CO, USA (April, J.; Glover, F.; Kelly, J.P.)
Abstract	OptFolio is a new portfolio optimization software system simultaneously addresses financial return goals, catastrophic loss avoidance, and performance probability. The innovations embedded in the system enable users to confidently design effective plans for achieving financial goals, employing accurate analysis based on real data. State-of-the-art technology integrates simulation and metaheuristic optimization techniques and a new surface methodology based on linear programming into a global system that guides a series of evaluations to reveal truly optimal investment scenarios. Portfolio analysis tools are designed to aid senior management in the development and analysis of portfolio strategies, by giving them the capability to assess the impact on the corporation of various investment decisions. In this paper we will present new techniques that increase the flexibility of optimization tools and deepen the types of portfolio analysis that can be carried out. We include examples applied to energy, pharmaceutical, and information technology portfolios.
Sponsorship	American Statistical Assoc. Assoc. for Comput. Machinery, Special Interest Group on Simulation IEEE Comput. Soc. IEEE Systems, Man and Cybernetics Soc. IIE Inst. for Oper. Res. and the Management Sci. College on Simulation Nat. Inst. of Standards and Technol. Soc. for Mideling and Simulation Int
Starting Page	301
Ending Page	309
File Size	767411
Page Count	9
File Format	PDF
ISBN	0780381319
DOI	10.1109/WSC.2003.1261437
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2003-12-07
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Portfolios Investments Analysis of variance Pharmaceutical technology Information analysis Finance Costs Software systems Performance loss Technological innovation
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Risk analysis software tutorial II: OptFolio - a simulation optimization system for project portfolio planning

Portfolio optimization for capital investment projects

A method for application portfolio rationalization

Credibility Based Fuzzy Portfolio Selection

Optimization and economic analysis for tool portfolio planning in semiconductor manufacturing

Multi-objective decision conferencing: an approach to project portfolio analysis

Portfolio management for projects

A Portfolio Optimization Model with Fuzzy Liquidity Constrains

A hierarchical strategy for active portfolio management considering transaction costs

OptFolio - a simulation optimization system for project portfolio planning

Similar Documents

Risk analysis software tutorial II: OptFolio - a simulation optimization system for project portfolio planning

Portfolio optimization for capital investment projects

A method for application portfolio rationalization

Credibility Based Fuzzy Portfolio Selection

Optimization and economic analysis for tool portfolio planning in semiconductor manufacturing

Multi-objective decision conferencing: an approach to project portfolio analysis

Portfolio management for projects

A Portfolio Optimization Model with Fuzzy Liquidity Constrains

A hierarchical strategy for active portfolio management considering transaction costs

OptFolio - a simulation optimization system for project portfolio planning