A multi‐criterion approach for selecting attractive portfolio

DOI10.1002/MCDA.334zbMath1141.91418OpenAlexW2075451845MaRDI QIDQ4432714

Jean-Marc Martel, A. Bouri, Habib Chabchoub

Publication date: 29 October 2003

Published in: Journal of Multi-Criteria Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mcda.334

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Related Items (8)

Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange ⋮ PROMETHEE: a comprehensive literature review on methodologies and applications ⋮ Randomly generating portfolio-selection covariance matrices with specified distributional characteristics ⋮ A survey of recent developments in multiobjective optimization ⋮ Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection ⋮ A PROMETHEE-based approach to portfolio selection problems ⋮ Equity portfolio construction and selection using multiobjective mathematical programming ⋮ Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach

Cites Work

• Promethee V: Mcdm Problems With Segmentation Constraints

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