Fifty years of portfolio optimization

DOI10.1016/J.EJOR.2023.12.031MaRDI QIDQ6982869zbMATH OpenFDO

Authors Ahti Salo, Michalis Doumpos, Juuso Liesiö, Constantin Zopounidis

Publication date 16 May 2025

Published in European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

portfolio optimizationresource allocationportfolio decision analysismulticriteria decision aidingmultiattribute value/utility theory

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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