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The Impact Made on Project Portfolio Optimisation by the Selection of Various Risk Measures

机译：通过选择各种风险措施对项目组合优化的影响

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In this study, the effect of selecting an appropriate risk measure and the impact of this choice on the efficient frontier of the organization's project portfolio, has been studied. Proper choice of firm's project portfolio has a great impact on organizational success. Each portfolio manager selects the best projects with different criteria, and consistent with firm's strategic objectives. We have selected the best projects of the organization, using Markowitz efficient frontier method. The choice of proper measures is influential in making this decision and can change the organization's portfolio. For doing this, the standard deviation is applied and the relevant optimization have been done. Then, in order to differentiate favorable and unfavorable opportunities, semi-standard deviation has also been applied. Afterwards, Value at Risk and Expected Shortfall are applied as the appropriate risk measures, to have a better estimate of the tail risks. With all of these risk measures the best possible projects were selected. Managers should select the appropriate risk measures according to their objectives, estimation of their projects' distribution, and characteristic of the projects. In this research, the best measures consistent with construction projects and the effect of changes in these measures have been studied.
机译：在这项研究中，研究了选择适当的风险措施和这种选择对本组织项目组合的有效前沿的影响。 Proper choice of firm's project portfolio has a great impact on organizational success.每个投资组合管理器都选择具有不同标准的最佳项目，并与公司的战略目标一致。我们选择了使用Markowitz高效前沿方法的组织的最佳项目。适当措施的选择在做出这一决定方面有影响力，可以改变组织的组合。为此，应用标准偏差并完成了相关的优化。然后，为了区分有利和不利的机会，还应用了半标题偏差。之后，风险的价值和预期的短缺作为适当的风险措施，更好地估计尾部风险。所有这些风险措施都选择了最佳项目。管理人员应根据其目标，估算其项目分销和项目的特征来选择适当的风险措施。在这项研究中，已经研究了与建设项目一致的最佳措施以及这些措施中变化的影响。

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