A PROMETHEE-based approach to portfolio selection problems
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Publication:1762073
DOI10.1016/J.COR.2011.06.019zbMATH Open1251.91077OpenAlexW1983616527MaRDI QIDQ1762073FDOQ1762073
Authors: Rudolf Vetschera, Adiel Teixeira de Almeida 
Publication date: 15 November 2012
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2011.06.019
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Cites Work
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Cited In (19)
- A hybrid grey based Kohonen model and biogeography-based optimization for project portfolio selection
- A Multicriteria Approach For Selecting A Portfolio Manager
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints
- Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals
- Improving portfolio liquidity
- Shapley function based interval-valued intuitionistic fuzzy vikor technique for correlative multi-criteria decision making problems
- The use of multi-criteria decision-making methods in project portfolio selection: a literature review and future research directions
- A python-based multicriteria portfolio selection DSS
- Portfolio decision analysis: recent developments and future prospects
- A tribute to Rudolf vetschera
- Expressiveness and robustness measures for the evaluation of an additive value function in multiple criteria preference disaggregation methods: an experimental analysis
- A benefit-to-cost ratio based approach for portfolio selection under multiple criteria with incomplete preference information
- A note on scale transformations in the PROMETHEE V method
- Research on portfolio strategy based on ELECTRE sort
- RMCriteria: a decision making support system package for R
- Revised PROMETHEE algorithm with reference values
- Constrained multicriteria sorting method applied to portfolio selection
- Preference modeling experiments with surrogate weighting procedures for the PROMETHEE method
- Some new results on value ranges of risks for mean-variance portfolio models
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