Pages that link to "Item:Q3157766"
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The following pages link to Approximating the optimum portfolio for an investor with particular preferences (Q3157766):
Displayed 9 items.
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- An MCDM approach to portfolio optimization. (Q1427599) (← links)
- A multi-objective approach to the cash management problem (Q1615974) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659) (← links)