| dc.contributor.author | Tamošaitienė, Jolanta | |
| dc.contributor.author | Yousefi, Vahidreza | |
| dc.contributor.author | Tabasi, Hamed | |
| dc.date.accessioned | 2023-09-18T20:36:05Z | |
| dc.date.available | 2023-09-18T20:36:05Z | |
| dc.date.issued | 2021 | |
| dc.identifier.issn | 2071-1050 | |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/151233 | |
| dc.description.abstract | Choosing proper projects has a great impact on organizational success. Firms have various factors for choosing projects based on their different objectives and strategies. The problem of optimization of projects’ risks and returns is among the most prevalent issues in project portfolio selection. In order to optimize and select proper projects, the amount of projects’ expected risks and returns must be evaluated correctly. Determining the relevant distribution is very important in achieving these expectations. In this research, various types of practical distributions were examined, and considering expected and realized risks, the effects of choosing the different distribution on estimation of risks on construction projects were studied. | eng |
| dc.format | PDF | |
| dc.format.extent | p. 1-13 | |
| dc.format.medium | tekstas / txt | |
| dc.language.iso | eng | |
| dc.relation.isreferencedby | Science Citation Index Expanded (Web of Science) | |
| dc.relation.isreferencedby | Scopus | |
| dc.relation.isreferencedby | CAB Abstracts | |
| dc.relation.isreferencedby | Chemical abstracts | |
| dc.relation.isreferencedby | DOAJ | |
| dc.relation.isreferencedby | INSPEC | |
| dc.relation.isreferencedby | RePec | |
| dc.relation.isreferencedby | Social Sciences Citation Index (Web of Science) | |
| dc.rights | Laisvai prieinamas internete | |
| dc.source.uri | https://www.mdpi.com/2071-1050/13/2/855 | |
| dc.source.uri | https://doi.org/10.3390/su13020855 | |
| dc.source.uri | https://talpykla.elaba.lt/elaba-fedora/objects/elaba:80962186/datastreams/MAIN/content | |
| dc.title | Project portfolio construction using extreme value theory | |
| dc.type | Straipsnis Web of Science DB / Article in Web of Science DB | |
| dcterms.accessRights | This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). | |
| dcterms.license | Creative Commons – Attribution – 4.0 International | |
| dcterms.references | 57 | |
| dc.type.pubtype | S1 - Straipsnis Web of Science DB / Web of Science DB article | |
| dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
| dc.contributor.institution | University of Tehran | |
| dc.contributor.faculty | Statybos fakultetas / Faculty of Civil Engineering | |
| dc.contributor.department | Tvariosios statybos institutas / Institute of Sustainable Construction | |
| dc.subject.researchfield | T 002 - Statybos inžinerija / Construction and engineering | |
| dc.subject.studydirection | E05 - Statybos inžinerija / Civil engineering | |
| dc.subject.vgtuprioritizedfields | SD0404 - Statinių skaitmeninis modeliavimas ir tvarus gyvavimo ciklas / BIM and Sustainable lifecycle of the structures | |
| dc.subject.ltspecializations | L104 - Nauji gamybos procesai, medžiagos ir technologijos / New production processes, materials and technologies | |
| dc.subject.en | portfolio optimization | |
| dc.subject.en | extreme value theory | |
| dc.subject.en | GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models | |
| dc.subject.en | volatility clustering | |
| dc.subject.en | distribution | |
| dcterms.sourcetitle | Sustainability: Special issue: Sustainable decision making in civil and construction engineering | |
| dc.description.issue | iss. 2 | |
| dc.description.volume | vol. 13 | |
| dc.publisher.name | MDPI | |
| dc.publisher.city | Basel | |
| dc.identifier.doi | 000611751500001 | |
| dc.identifier.doi | 10.3390/su13020855 | |
| dc.identifier.elaba | 80962186 | |
