Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges	scientific article

Statements

instance of

scholarly article

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title

Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (English)

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author

N. E. Zubov

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published in

European Journal of Operational Research

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publication date

3 May 2007

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zbMATH Keywords

multi-criteria performance indices

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portfolio analysis

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simulation

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strict uncertainty

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.ejor.2005.11.050

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cites work

A fuzzy goal programming approach to portfolio selection

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Q5618987

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Approximating the optimum portfolio for an investor with particular preferences

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Measuring efficiency by a single price system

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Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection

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Portfolio selection on the Madrid Exchange: a compromise programming model

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Portfolio Selection: A Compromise Programming Solution

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Comparison of Alternative Utility Functions in Portfolio Selection Problems

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Using investment portfolio return to combine forecasts: A multiobjective approach

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Heuristic algorithms for the portfolio selection problem with minimum transaction lots

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The Theory of Statistical Decision

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Multiple criteria decision making combined with finance: a categorized bibliographic study.

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Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong

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Q5844986

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Q5800557

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Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam

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Q3716769

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Identifiers

zbMATH Open document ID

1123.91022

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DOI

10.1016/j.ejor.2005.11.050

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:877641

@@ Property / cites work @@
+A fuzzy goal programming approach to portfolio selection
+Normal rank
@@ Property / cites work @@
+Q5618987
@@ Property / cites work: Q5618987 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximating the optimum portfolio for an investor with particular preferences
+Normal rank
@@ Property / cites work @@
+Measuring efficiency by a single price system
@@ Property / cites work: Measuring efficiency by a single price system / rank @@
+Normal rank
@@ Property / cites work @@
+Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
+Normal rank
@@ Property / cites work @@
+Portfolio selection on the Madrid Exchange: a compromise programming model
+Normal rank
@@ Property / cites work @@
+Portfolio Selection: A Compromise Programming Solution
+Normal rank
@@ Property / cites work @@
+Comparison of Alternative Utility Functions in Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+Using investment portfolio return to combine forecasts: A multiobjective approach
+Normal rank
@@ Property / cites work @@
+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+The Theory of Statistical Decision
@@ Property / cites work: The Theory of Statistical Decision / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple criteria decision making combined with finance: a categorized bibliographic study.
+Normal rank
@@ Property / cites work @@
+Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong
+Normal rank
@@ Property / cites work @@
+Q5844986
@@ Property / cites work: Q5844986 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5800557
@@ Property / cites work: Q5800557 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
+Normal rank
@@ Property / cites work @@
+Q3716769
@@ Property / cites work: Q3716769 / rank @@
+Normal rank