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Value-Driven Portfolios

Presenter: James Felli, Eli Lilly

Presented at the 2003 DAAG Conference in Houston, Texas.

Abstract:  At its core, a healthy portfolio is simply a collection of well-defined objects that can be readily partitioned into sets of substitutes and complements for the purposes of achieving one or more goals.  As an organization’s goals change, it is reasonable to expect a consequent change in the optimal mix of portfolio elements.  Problems can swiftly arise when the measures that determine the relative value of one portfolio element to another are determined via inappropriate or absolute scales.  We discuss one method of portfolio construction that allows an organization’s goals to be mapped directly into an appropriate set of relative measures to facilitate the determination of an optimal mix of portfolio elements.

Keywords: objectives hierarchy objhier, portfolio decision analysis portda, portanal, multi-objective multobj

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