Consensus reaching process for portfolio selection: a behavioral approach

DOI10.1007/S10288-023-00552-6MaRDI QIDQ6564741zbMATH OpenFDO

Authors Viviana Ventre, Giacomo di Tollo, Roberta Martino

Publication date 1 July 2024

Published in 4OR (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10288-023-00552-6

zbMATH Keywords

analytical hierarchical processconsensusmulti-states modelparticle swarm optimizationportfolio selection

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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Cites work

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• Asset portfolio optimization using fuzzy mathematical programming
• Coherent measures of risk
• Consensus reaching in committees
• Fuzzy sets
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• Metaheuristics for the portfolio selection problem
• Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
• Multiple attribute decision making. Methods and applications. A state-of- the-art survey
• PROMETHEE and AHP: the design of operational synergies in multicriteria analysis. Strengthening PROMETHEE with ideas of AHP.
• Prospect Theory: An Analysis of Decision under Risk
• Relative measurement and its generalization in decision making why pairwise comparisons are central in mathematics for the measurement of intangible factors the analytic hierarchy/network process
• Uncertainty measures for interval type-2 fuzzy sets

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