Defense Acquisition Research Journal #91

Risk-Based ROI, Capital Budgeting, and Portfolio Optimization in the Department of Defense https://www.dau.edu

References Afsordegan, A., Sánchez, M., Agell, N., Zahedi, S., & Cremades, L. (2016). Decision making under uncertainty using a qualitative TOPSIS method for selecting sustainable energy alternatives. International Journal of Environmental Science and Technology, 13 (6), 1419–1432. Al-Sharrah, G. (2010). Ranking using the Copeland Score: A comparison with the Hasse Diagram. Journal of Chemical Information and Modeling, 50 (5), 785–791. Asbeck, E., & Haimes, Y. Y. (1984). The partitioned multiobjective risk method. Large Scale Systems, 6 (1), 13–38. Barrett, G. F., & Donald, S. G. (2003). Consistent tests for stochastic dominance. Econometrica, 71 (1), 71–104. Behzadian, M., Kazemzadeh, R. B., Albadvi, A., & Aghdasi, M. (2010). PROMETHEE: A comprehensive literature review on methodologies and applications. European Journal of Operational Research, 200 (1), 198–215. Bennett, S. (2017, July 13). Optimization aids in quest for government efciency. Federal News Network . Retrieved from https://federalnewsradio.com/ commentary-analysis/2017/07/optimization-aids-in-the-quest-for-government- efciency/ Bodie, Z., Kane, A., & Marcus, A. J. (2009). Investments (8th ed.). New York, NY: McGraw-Hill. Boucher, C. M., Danielsson, J., Kouontchou, P. S., & Maillet, B. B. (2014). Risk models- at-risk. Journal of Banking and Finance, 44 (C), 72–92. Bouyssou, D., Marchant, T., Pirlot, M., Tsoukias, A., & Vincke, P. (2006). Evaluation and decision models with multiple criteria (Operational Research and Management Sciences). New York, NY: Springer’s International Series. Brans, J. P., & Mareschal, B. (2005). Multicriteria decision aid. The PROMETHEE- GAIA solution in multiple criteria decision analysis: State of the art surveys. International Series in Operations Research & Management Science, 78 , 163–186. Brans, J. P., & Vincke, P. H. (1985). A preference ranking organization method: The PROMETHEE method for multiple criteria decision making. Management Science, 31 (6), 647–656. Brito, A. J., de Almeida, A. T., & Mota, C. M. M. (2010). A multicriteria model for risk sorting of natural gas pipelines based on ELECTRE TRI integrating utility theory. European Journal of Operational Research, 200 (3), 812–821. Bruggemann, R., Bücherl, C., Pudenz, S., & Steinberg, C. (1999). Application of the concept of partial order on comparative evaluation of environmental chemicals. Acta hydrochimica et hydrobiologica, 27 (3), 170–178. Bruggemann, R., & Carlsen, L. (2011). An improved estimation of averaged ranks of partial orders. MATCH Communications in Mathematical and in Computer Chemistry, 65 , 383–414. Bruggemann, R., & Patil, G. (2011). Multicriteria prioritization and partial order in environmental sciences. Environmental and Ecological Statistics, 17 (4), 383–410. Bruggemann, R., Sorensen, P., Lerche, D., & Carlsen, L. (2004). Estimation of averaged ranks by a local partial order model. Journal of Chemical Information and Computer Sciences, 44 (2), 618–625. Burk, R. C., & Parnell, G. S. (2011). Portfolio decision analysis: Lessons from military applications. In A. Salo, J. Keisler, & A. Morton (Eds.), Portfolio decision analysis (pp. 333–357). New York, NY: Springer. Chong, Y. Y. (2004). Investment risk management. Oxford, UK: John Wiley & Sons.

100

Defense ARJ, January 2020, Vol. 27No. 1 : 60-107

Made with FlippingBook Learn more on our blog