基于交互效应的项目组合风险度量及选择优化

Risk Measurement and Selection Optimization of Project Portfolio Based on the Interaction Effect

研究了具有不对称交互效应的项目组合风险测度和选择问题。从资源、收益和技术三方面描述了项目组合交互效应的产生,提出了基于生态位和生态位重叠理论的具有交互效应的项目组合风险度量方法,建立了以收益最大化和风险最小化的组合选择优化模型,并针对该模型给出了一种实用的混合遗传算法和应用实例。研究表明交互效应对组合风险度量和项目选择具有显著影响,这也为项目组合研究提供了新的视角和思路。

The risk measurement and selection optimization of project portfolio is studied based on the asymmetric interaction effects.The project portfolio interaction effects is described from three aspects of resource,outcome and technology,an risk measurement method for project portfolio with risk interaction effects is put forward based on the niche theory and the niche overlap theory and then the selecting optimization model for profit maximum and risk minimization of the project portfolio is established.According to the model,the method is designed and an example is given.The result shows that interaction effects have significant effects on portfolio risk measurement and project selection,which also provide a new perspective and ideas for the research into project portfolio.