Multiple criteria decision making combined with finance: a categorized bibliographic study.
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Publication:1406483
DOI10.1016/S0377-2217(02)00774-9zbMATH Open1044.90043OpenAlexW2158183964MaRDI QIDQ1406483FDOQ1406483
Authors: Ralph E. Steuer, Paul Na 
Publication date: 4 September 2003
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00774-9
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Goal programmingAnalytic hierarchy processMultiple criteria decision makingFinanceMultiple objective programmingBibliographic studyDiscrete alternative methodsMulti-criteria decision analysisPortfolio analysis
Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29)
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- A flexible objective-constraint approach and a new algorithm for constructing the Pareto front of multiobjective optimization problems
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- Bi-objective reliability based optimization: an application to investment analysis
- Research on the assessment of psycholinguistic teaching effect with triangular fuzzy information
- The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement
- Multicriteria security evaluation: does it cost to be traditional?
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
- An integrated approach for stock evaluation and portfolio optimization
- Multiple criteria decision making in finance, insurance and investment. Selected papers based on the presentations at the international conference on multidimensional finance, insurance and investment, ICMFII 2013, University of Bahrain, Zallaq, Bahrain, November 25--27, 2013
- Portfolio selection with a minimax measure in safety constraint
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- Mean-risk models using two risk measures: a multi-objective approach
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
- On outperforming social-screening-indexing by multiple-objective portfolio selection
- Project portfolio selection model, a realistic approach
- Multi-objective stochastic programming for portfolio selection
- Investment decisions and sensitivity analysis: NPV-consistency of rates of return
- A systematic procedure to evaluate an automobile manufacturer-distributor partnership
- A goal programming approach to estimating performance weights for ranking firms
- On analyzing and detecting multiple optima of portfolio optimization
- Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
- The relevance of MCDM for financial decisions
- Portfolio rebalancing model using multiple criteria
- A combined scalarizing method for multiobjective programming problems
- Multivariate reinsurance designs for minimizing an insurer's capital requirement
- Portfolio construction on the Athens stock exchange: a multiobjective optimization approach
- An analytical derivation of the efficient surface in portfolio selection with three criteria
- Multicriteria variable selection for classification of production batches
- INSDECM -- an interactive procedure for stochastic multicriteria decision problems
- A multi-stage multi criteria model for portfolio management
- Use of the AHP methodology in system dynamics: modelling and simulation for health technology assessments to determine the correct prosthesis choice for hernia diseases
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges
- Inverse optimization for multi-objective linear programming
- Trust region globalization strategy for the nonconvex unconstrained multiobjective optimization problem
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- Comments on: Multicriteria decision systems for financial problems
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- An integrated model of material supplier selection and order allocation using fuzzy extended AHP and multiobjective programming
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models
- An integrated multi-objective framework for solving multi-period project selection problems
- A multicriteria methodology for equity selection using financial analysis
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
- Multiple attribute decision making based on cross-evaluation with uncertain decision parameters
- Equity portfolio construction and selection using multiobjective mathematical programming
- A multiple stochastic goal programming approach for the agent portfolio selection problem
- IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
- A survey of recent developments in multiobjective optimization
- Tradeoff-based decomposition and decision-making in multiobjective programming
- Improving the min-max method for multiobjective programming
- Fuzzy Multiobjective Evaluation of Investments with Applications
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation
- Structuring problems for multi-criteria decision analysis in practice: a literature review of method combinations
- Integrated analytic hierarchy process and its applications - A literature review
- A multicriteria DSS for stock evaluation using fundamental analysis
- Global minimum variance portfolios under uncertainty: a robust optimization approach
- Analytic hierarchy process: an overview of applications
- Project prioritization under policy restrictions. A combination of MCDA with 0-1 programming
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance
- A multi-objective multi-period stochastic programming model for public debt management
- Modeling of financial supply chain
- Twenty years of linear programming based portfolio optimization
- Finding the most preferred alliance structure between banks and insurance companies
- Multiobjective optimization of credit capital allocation in financial institutions
- Financial portfolio management through the goal programming model: current state-of-the-art
- Financial networks with intermediation: risk management with variable weights
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