A python-based multicriteria portfolio selection DSS

DOI10.1051/RO/2020140MaRDI QIDQ5002421zbMATH OpenOpenAlexWikidataFDO

Authors Panos Xidonas, Elissaios Sarmas, Haris Ch. Doukas

Publication date 27 July 2021

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ro/2020140

zbMATH Keywords

decision support systems (DSS)multicriteria decision making (MCDM)operations research (OR)portfolio selectionPython

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

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Cited in

(5)

• IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
• Multicriteria security evaluation: does it cost to be traditional?
• A novel sigma-mu multiple criteria decision aiding approach for mutual funds portfolio selection
• On the integration of multiple criteria decision aiding and forecasting: does it create value in portfolio selection?
• Fifty years of portfolio optimization

Describes a project that uses

Uses Software

• Python

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