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Strathprints makes available Open Access scholarly outputs exploring both the technical aspects of computer security, but also the regulation of existing or emerging technologies. A research specialism of the Department of Computer & Information Sciences (CIS) is computer security. Researchers explore issues surrounding web intrusion detection techniques, malware characteristics, textual steganography and trusted systems. Digital forensics and cyber crime are also a focus.

Meanwhile, the School of Law and its Centre for Internet Law & Policy undertake studies on Internet governance. An important component of this work is consideration of privacy and data protection questions and the increasing focus on cybercrime and 'cyberterrorism'.

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Strathprints

PROBE- a multicriteria decision support system for portfolio robustness evaluation

Lourenço, João Carlos and Morton, Alec and Bana e Costa, Carlos A (2012) PROBE- a multicriteria decision support system for portfolio robustness evaluation. Decision Support Systems, 54 (1). 534–550.

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Abstract

This paper addresses the problem of selecting a robust portfolio of projects in the context of limited resources, multiple criteria, different project interactions and several types of uncertainty. A portfolio of projects is considered an undoubtedly robust choice if for a given uncertainty domain that affects the costs and/or the benefits of the projects there is no other portfolio that does not cost more and simultaneously may provide more overall benefit. We present a new decision support system, PROBE (Portfolio Robustness Evaluation), and the algorithms it implements. PROBE identifies all efficient portfolios and depicts the respective Pareto frontier within a given portfolio cost range, and permits users to analyze, in depth, the robustness of selecting a proposed portfolio. The robustness evaluation starts by identifying competitor portfolios to the proposed portfolio, its similarities and differences in project composition to its competitors, and the regret a decision-maker may have by selecting the proposed portfolio instead of a competitor.

Item type: Article
ID code: 45433
Keywords: restricted efficiency, DSS, portfolio decision analysis, resource allocation, portfolio robustness, PROBE, multicriteria decision support system, Management. Industrial Management, Strategy and Management
Subjects: Social Sciences > Industries. Land use. Labor > Management. Industrial Management
Department: Strathclyde Business School > Management Science
Depositing user: Pure Administrator
Date deposited: 28 Oct 2013 14:28
Last modified: 27 Apr 2018 02:28
URI: https://strathprints.strath.ac.uk/id/eprint/45433
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