Multicriteria Portfolio Management

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The main idea is that this tool gives decision makers more than the suggestion, but the opportunity to perform simulations, changing the criteria values, or project evaluations, to foment discussions with the constructive purpose of improving each more. According to Roy criterion is called a "tool" for comparing alternatives according to a particular "significance axis" or a "point of view".

More precisely, a criterion is a real-valued function on a set "A" alternatives such as to compare two alternatives A and B, according to a particular point of view on a single base between two numbers g a g b. A detailed description of each of the criteria is listed below because they are indicators of extreme importance for driving a portfolio.

2. Multicriteria Portfolio Management

For the purpose of this case study the criteria have the same weight, being of equal importance in the comparison and decision making. However, these criteria will have their ranges defined in the table below and separated by category. The categories will be, E4: projects largely exceeding September goals, resulting in action A4: High Priority; E3: projects reaching or slightly exceeding September goals, resulting in action A3: Keep on going; High Priority; E2: projects falling short of goals, resulting in action A2: Review the project plan; E1: projects falling far short of goals, resulting in action A1: Candidate to Exclude.

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Quality deviation Cost deviation Scope deviation Effort deviation. From these settings the screens with the steps to configure IRIS software will be displayed below, just so that the reader has a sense of how the development of the problem in this tool would be, step by step. Figure 3 - Actions: To edit the performances of the actions at the multiple criteria and optionally to set some assignment examples. Figure 4 - Fixed Par. Figure 5 - Bounds: To edit the upper and lower bounds of the importance coefficients weights and the cutting level lambda.

Figure 6 - Results: This page displays a grid with the inferred parameter values and assignments, as well as the range of possible assignments for each action. Notice on the result shown in Figure 6, project 14 was fitted to priority projects classification. If we visit Figure 4, we see that it has a high alignment with the company's strategy, its reduces the risk to the company's business to be deployed, has a high profit margin and its project control variables are all within expected.

The simplicity of the tool, aligned with the correct definition of a portfolio management plan, with a simple data collection process, can bring immeasurable benefits to the company.

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Furthermore, the fact that the use of a tool based on methods to support decision-making as the ELECTRE TRI, which has years of studies and applications on the market, brings to the whole process a degree of maturity that can leave decision makers more confident in the use of tools with quantitative management and statistics. Abstract of research paper on Economics and business, author of scientific article — Fabio Reginaldo Abstract The intention of this article is to perform a brief analysis of portfolio management in Brazil, using research conducted by the Project Management Institute through pmsurvey.

Introduction More and more companies are under pressure to improve their management process, whether in operations management: where all processes needed improvement to increase productivity and quality; or, the tactical management processes: where predictability, accuracy of planning and achieving results were closer to their planning; or in strategic management: where all the organization's actions must be justified by achievement of their strategies. Problem In this brief overview the great importance that a Portfolio Management process has in any organization is gauged.

Related Theories 3. This index ranges between 0 and 1; The concordance index is estimated as the weighted average of partial concordance indices defined for each criterion: where wi denotes the weight of criterion Si the criteria weights are specified by the decision maker , and ci gjifki denotes the partial concordance index defined for criterion Si-. The estimation of the credibility index is performed as follows: The credibility index provides the means to decide whether an alternative outranks profile rk xj S rk or not.

IRIS [5] IRIS is a Decision Support Software designed to address the problem of assigning a set of actions to predefined ordered categories, according to their evaluations performances at multiple criteria. The Case Study As already mentioned in this article, the portfolio management process is not limited to your measurement and balancing, as there are other critical processes, and each company must initially verify the adequacy of its internal processes to completion against the good practices. After the description of the problem, the next step will be the identification of alternatives, in this case the alternatives are the 25 projects included in the portfolio that need to be balanced so that decision-makers understand where the classification of these projects belong.

Conclusion Notice on the result shown in Figure 6, project 14 was fitted to priority projects classification.

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  7. If we visit Figure 4, we see that it has a high alignment with the company's strategy, its reduces the risk to the company's business to be deployed, has a high profit margin and its project control variables are all within expected margins. ORG Edition. User agreement Privacy policy.

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    Berend Wierenga. Contemporary Trends and Challenges in Finance. This research presents an alternative logic to the traditional one, as it seeks the reduction of investment risk based on the results of the management of the companies, reflected through their indicators.

    The model implies a change in how companies, financial institutions and small and medium investors choose their assets to form investment portfolios. The authors believe that the model has the potential to attract investors looking for long-term gains, such as public servants, retirees, professionals and others who seek to build heritage to overcome the adversities of the uncertain future. The model offers these investors the opportunity to choose which companies to invest in, based on established indicators in the literature, whose information is available in the market.

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