IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection

DOI10.1016/J.EJOR.2010.08.028zbMath1210.90109OpenAlexW2078067241MaRDI QIDQ531474

Constantin Zopounidis, George Mavrotas, John Psarras, Panagiotis Xidonas

Publication date: 29 April 2011

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.08.028

zbMATH Keywords

decision support systemsmultiobjective mathematical programmingmultiple criteria decision makingportfolio selectionportfolio constructionequities

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

Related Items (19)

Multi-criteria optimal stopping methods applied to the portfolio optimisation problem ⋮ Multiobjective portfolio optimization: bridging mathematical theory with asset management practice ⋮ Two-stage financial risk tolerance assessment using data envelopment analysis ⋮ A multi-stage multi criteria model for portfolio management ⋮ An interactive approach to stochastic programming-based portfolio optimization ⋮ Multicriteria decision systems for financial problems ⋮ Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence ⋮ Interactive knowledge discovery and knowledge visualization for decision support in multi-objective optimization ⋮ Multicriteria security evaluation: does it cost to be traditional? ⋮ Multi-objective optimization using statistical models ⋮ Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints ⋮ Integrated business continuity and disaster recovery planning: towards organizational resilience ⋮ Fuzzy portfolio selection model with real features and different decision behaviors ⋮ On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH ⋮ Twenty years of linear programming based portfolio optimization ⋮ Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints ⋮ Robust optimization approaches for portfolio selection: a comparative analysis ⋮ IPSSIS ⋮ Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment

Uses Software

• COMBAT
• GAMS
• ADELAIS

Cites Work

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