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

DOI10.1016/j.ejor.2010.08.028zbMath1210.90109MaRDI 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 systems; multiobjective mathematical programming; multiple criteria decision making; portfolio selection; portfolio construction; equities

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

90B50: Management decision making, including multiple objectives

91G10: Portfolio theory

Related Items

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

Uses Software

• COMBAT
• GAMS
• ADELAIS

Cites Work

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