A multi-stage multi criteria model for portfolio management
DOI10.1007/S13369-014-0987-9zbMATH Open1390.90490OpenAlexW2075451411MaRDI QIDQ1639892FDOQ1639892
Authors: Abdollah Arasteh, Alireza Aliahmadi, Mohammad Mohammadpour Omran
Publication date: 13 June 2018
Published in: Arabian Journal for Science and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13369-014-0987-9
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fuzzy setsinvestment analysisreal optionsportfolio managementgoal programmingmulti criteria decision making (MCDM)
Multi-objective and goal programming (90C29) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
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Cited In (11)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management
- Fuzzy programming approach for portfolio optimization
- A python-based multicriteria portfolio selection DSS
- Multiobjective efficient portfolio selection with bounded parameters
- Models \& methods for project selection. Concepts from management science, finance and information technology. With Andrés L. Medaglia
- Structuring resource allocation decisions: a framework for building multi-criteria portfolio models with area-grouped options
- Title not available (Why is that?)
- Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation
- A multi‐criterion approach for selecting attractive portfolio
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