Using attribute trade-off information in investment

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1099-1360(199907)8:4<189::AID-MCDA233>3.0.CO;2-C" /><189::AID-MCDA233>3.0.CO;2-C 10.1002/(SICI)1099-1360(199907)8:4<189::AID-MCDA233>3.0.CO;2-CzbMath0931.91019OpenAlexW2005435756MaRDI QIDQ4934172

Wojtek Michalowski, Ignacy Kaliszewski, Vijay Jog

Publication date: 5 March 2000

Full work available at URL: https://doi.org/10.1002/(sici)1099-1360(199907)8:4<189::aid-mcda233>3.0.co;2-c

zbMATH Keywords

dominancetrade-offsportfolio creationportfolio tilting

Mathematics Subject Classification ID

Related Items (5)

Out of the mist -- towards decision-maker-friendly multiple criteria decision making support ⋮ Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange ⋮ Randomly generating portfolio-selection covariance matrices with specified distributional characteristics ⋮ Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection ⋮ Equity portfolio construction and selection using multiobjective mathematical programming

Cites Work

• Financial modelling: Where to go? With an illustration for portfolio management
• Unified interactive multiple objective programming
• Efficient solutions and bounds on tradeoffs
• An Interactive Multiple Objective Linear Programming Method for a Class of Underlying Nonlinear Utility Functions
• Multiple Criteria Decision Making, Multiattribute Utility Theory: The Next Ten Years
• An interactive procedure for learning about preferences: Case study of a portfolio manager
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