A multi-dimensional framework for portfolio management

MaRDI QIDQ4387245zbMATH OpenFDO

Authors Jaap Spronk, Winfried G. Hallerbach

Publication date 7 May 1998

zbMATH Keywords

financial securitiesportfolio selection

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Case-oriented studies in operations research (90B90)

Recommendations

• Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study
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• scientific article; zbMATH DE number 3889218

Cited in

(7)

• Financial modelling: Where to go? With an illustration for portfolio management
• A framework for managing a portfolio of socially responsible investments.
• An MCDM approach to portfolio optimization.
• A novel methodology for perception-based portfolio management
• A multidimensional framework for financial-economic decisions
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
• Portfolio rebalancing model using multiple criteria

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