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• W2039925560 abstract "Abstract The industries interest in formal Decision and Risk Assessment (D&RA), including portfolio optimization, over the last few years has been quite amazing and somewhat surprising. Overcoming the barriers to adoption of these methods, including cultural change, continue to amaze even the most devout practitioners. Whether the drivers for accepting change emanate from the changing business climate that has been motivating recent mergers, political risks, a historical record of underperformance or just continued evolution of business practices, the desired objective remains the same - making good investment decisions. The growing popularity of D&RA - as indicated by the number of SPE sponsored forums and ATWs, alliances and industry courses on the subject and the general uptake of the language, like P10 and P90 - support the increasing awareness of D&RA methods as a mechanism for improving industry performance. The underperformance of petroleum stocks relative to the entire stock market has been cited by several to justify the even greater adoption of D&RA methods. Though artificial bubbles in telecommunications, dotcoms, and energy trading certainly explains part of the underperformance of traditional industry stocks, like petroleum, serious questions remain about the industries' ability to actually achieve the performance in its investments that is promises in its evaluations. The gap between the promises and performances and possible causes for the gap form the foundation of this paper. As demonstrated by Campbell, Bratvold and Begg,1trying to address complex portfolio issues with approximations may significantly overstate returns and mislead investors into selecting projects and portfolios that fail to deliver the promised performance. In this paper we are extending this work by pursuing the basic question of the impact of individual and corporate risk attitudes in the context of portfolio selections. We begin by briefly reviewing the basic approach to efficient frontier optimization for portfolio selection. The concept of utility is introduced and it's application for portfolio level decision is discussed. We then introduce the concept of indifference curves which, in combination with efficient frontier optimization, provides an elegant approach for identifying the optimal portfolio for a risk averse corporation. As in Campbell et al,1 we are addressing the portfolio selection issue with the intent of emphasizing that trying to address complex issues with a na ve or poor understanding of the impact of individual or corporate reaction to risk, may lead to overoptimistic expectations and subsequent failures to deliver on commitments." @default.
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• W2039925560 date "2003-10-05" @default.
• W2039925560 modified "2023-10-12" @default.
• W2039925560 title "Even Optimists Should Optimize" @default.
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• W2039925560 doi "https://doi.org/10.2118/84329-ms" @default.
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