Publicação
Forecasting meets Portfolio Theory
| Resumo: | Decision-making under uncertainty is central in fields such as economics, operations research, and engineering. Real-world choices rely on incomplete, noisy, and evolving information, creating challenges for both predictive accuracy and decision quality. Even with advances in data and modelling, human judgement remains affected by biases, heuristics, and limited awareness of uncertainty. Over the past two decades, research in forecasting and portfolio theory has developed tools such as shrinkage, model averaging, adaptive weighting, and robust optimisation to address estimation error, model misspecification, and structural instability. Yet insights across these areas remain scattered (e.g. [3- 4]). This review analyses 503 publications (2000–2025) to map thematic intersections and identify shared strategies for more resilient, uncertainty-aware decision-making. |
|---|---|
| Autores principais: | Raimundo, Bernardo |
| Assunto: | SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure |
| Ano: | 2025 |
| País: | Portugal |
| Tipo de documento: | póster em conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| _version_ | 1865920611908321280 |
|---|---|
| author | Raimundo, Bernardo |
| author_facet | Raimundo, Bernardo Raimundo, Bernardo |
| author_role | author |
| contributor_name_str_mv | Information Management Research Center (MagIC) - NOVA Information Management School NOVA Information Management School (NOVA IMS) RUN |
| country_str | PT |
| creators_json_str | [{\"Person.name\":\"Raimundo, Bernardo\"}] |
| datacite.contributors.contributor.contributorName.fl_str_mv | Information Management Research Center (MagIC) - NOVA Information Management School NOVA Information Management School (NOVA IMS) RUN |
| datacite.creators.creator.creatorName.fl_str_mv | Raimundo, Bernardo |
| datacite.date.Accepted.fl_str_mv | 2025-12-18T00:00:00Z |
| datacite.date.available.fl_str_mv | 2026-01-20T14:23:10Z |
| datacite.date.embargoed.fl_str_mv | 2026-01-20T14:23:10Z |
| datacite.rights.fl_str_mv | http://purl.org/coar/access_right/c_abf2 |
| datacite.subjects.subject.fl_str_mv | SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure |
| datacite.titles.title.fl_str_mv | Forecasting meets Portfolio Theory A Bibliometric Approach to Decision-Making under Uncertainty [poster] |
| dc.contributor.none.fl_str_mv | Information Management Research Center (MagIC) - NOVA Information Management School NOVA Information Management School (NOVA IMS) RUN |
| dc.creator.none.fl_str_mv | Raimundo, Bernardo |
| dc.date.Accepted.fl_str_mv | 2025-12-18T00:00:00Z |
| dc.date.available.fl_str_mv | 2026-01-20T14:23:10Z |
| dc.date.embargoed.fl_str_mv | 2026-01-20T14:23:10Z |
| dc.format.none.fl_str_mv | application/pdf |
| dc.identifier.none.fl_str_mv | http://hdl.handle.net/10362/199557 |
| dc.language.none.fl_str_mv | eng |
| dc.rights.none.fl_str_mv | http://purl.org/coar/access_right/c_abf2 |
| dc.subject.none.fl_str_mv | SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure |
| dc.title.fl_str_mv | Forecasting meets Portfolio Theory A Bibliometric Approach to Decision-Making under Uncertainty [poster] |
| dc.type.none.fl_str_mv | http://purl.org/coar/resource_type/c_6670 |
| description | Decision-making under uncertainty is central in fields such as economics, operations research, and engineering. Real-world choices rely on incomplete, noisy, and evolving information, creating challenges for both predictive accuracy and decision quality. Even with advances in data and modelling, human judgement remains affected by biases, heuristics, and limited awareness of uncertainty. Over the past two decades, research in forecasting and portfolio theory has developed tools such as shrinkage, model averaging, adaptive weighting, and robust optimisation to address estimation error, model misspecification, and structural instability. Yet insights across these areas remain scattered (e.g. [3- 4]). This review analyses 503 publications (2000–2025) to map thematic intersections and identify shared strategies for more resilient, uncertainty-aware decision-making. |
| dirty | 0 |
| eu_rights_str_mv | openAccess |
| format | conferencePoster |
| fulltext.url.fl_str_mv | https://run.unl.pt/bitstreams/14f22f93-8792-4eda-8372-63e7412fe4a8/download |
| id | run_4c35d3e07e8da66b54dc8a55d07f34bc |
| identifier.url.fl_str_mv | http://hdl.handle.net/10362/199557 |
| instacron_str | unl |
| institution | Universidade Nova de Lisboa |
| instname_str | Universidade Nova de Lisboa |
| language | eng |
| network_acronym_str | run |
| network_name_str | Repositório Institucional da UNL |
| oai_identifier_str | oai:run.unl.pt:10362/199557 |
| organization_str_mv | urn:organizationAcronym:unl |
| person_str_mv | Raimundo, Bernardo |
| publishDate | 2025 |
| reponame_str | Repositório Institucional da UNL |
| repository_id_str | urn:repositoryAcronym:run |
| service_str_mv | urn:repositoryAcronym:run |
| spelling | engenDecision-making under uncertainty is central in fields such as economics, operations research, and engineering. Real-world choices rely on incomplete, noisy, and evolving information, creating challenges for both predictive accuracy and decision quality. Even with advances in data and modelling, human judgement remains affected by biases, heuristics, and limited awareness of uncertainty. Over the past two decades, research in forecasting and portfolio theory has developed tools such as shrinkage, model averaging, adaptive weighting, and robust optimisation to address estimation error, model misspecification, and structural instability. Yet insights across these areas remain scattered (e.g. [3- 4]). This review analyses 503 publications (2000–2025) to map thematic intersections and identify shared strategies for more resilient, uncertainty-aware decision-making.application/pdfenForecasting meets Portfolio TheorySubtitleenA Bibliometric Approach to Decision-Making under Uncertainty [poster]Raimundo, BernardoInformation Management Research Center (MagIC) - NOVA Information Management SchoolNOVA Information Management School (NOVA IMS)HostingInstitutionOrganizationalRUNe-mailmailto:run@unl.ptrun@unl.ptURNIsPartOfPURE: 150676259URNIsPartOfPURE UUID: a9f08d11-98fe-4e83-b158-5c1bf603bf3c2026-01-20T14:23:10Z2025-12-182025-12-18T00:00:00ZHandlehttp://hdl.handle.net/10362/199557http://purl.org/coar/access_right/c_abf2open accessSDG 8 - Decent Work and Economic GrowthSDG 9 - Industry, Innovation, and Infrastructure1117013 bytesother research producthttp://purl.org/coar/resource_type/c_6670conference posterhttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://run.unl.pt/bitstreams/14f22f93-8792-4eda-8372-63e7412fe4a8/download |
| spellingShingle | Forecasting meets Portfolio Theory Forecasting meets Portfolio Theory Raimundo, Bernardo SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure Raimundo, Bernardo SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure |
| status | NEW |
| subject.fl_str_mv | SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure |
| title | Forecasting meets Portfolio Theory |
| title_full | Forecasting meets Portfolio Theory |
| title_fullStr | Forecasting meets Portfolio Theory Forecasting meets Portfolio Theory |
| title_full_unstemmed | Forecasting meets Portfolio Theory Forecasting meets Portfolio Theory |
| title_short | Forecasting meets Portfolio Theory |
| title_sort | Forecasting meets Portfolio Theory |
| topic | SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure |
| topic_facet | SDG 8 - Decent Work and Economic Growth SDG 9 - Industry, Innovation, and Infrastructure |
| url | http://hdl.handle.net/10362/199557 |
| visible | 1 |