Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange

DOI10.1007/S10100-020-00731-4MaRDI QIDQ2673301zbMATH OpenOpenAlexFDO

Authors Petr Fiala, Adam Borovička

Publication date 9 June 2022

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10100-020-00731-4

zbMATH Keywords

AHPportfolio selectiongoal programmingstockaspiration levelsRM-SYSTEM

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Recommendations

• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
• Improving portfolio liquidity
• Stock selection into portfolio by fuzzy quantitative analysis and fuzzy multicriteria decision making
• Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges
• Stock portfolio selection using a hybrid fuzzy approach: a case study in Tehran stock exchange
• Robust portfolio selection based on asymmetric measures of variability of stock returns

Cites work

• scientific article; zbMATH DE number 3943488 (Why is no real title available?)
• scientific article; zbMATH DE number 4085440 (Why is no real title available?)
• scientific article; zbMATH DE number 1191683 (Why is no real title available?)
• scientific article; zbMATH DE number 1086949 (Why is no real title available?)
• scientific article; zbMATH DE number 1983335 (Why is no real title available?)
• scientific article; zbMATH DE number 912674 (Why is no real title available?)
• A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems
• A review of goal programming and its applications
• An adaptation of PRIAM to multiobjective linear programming
• Handbook of multicriteria analysis
• Multi-objective stochastic programming for portfolio selection
• Multiobjective optimization. Interactive and evolutionary approaches
• Multiple criteria optimization: State of the art annotated bibliographic surveys
• Paul Wilmott introduces quantitative finance. With CD-ROM
• Portfolio performance measurement using differential evolution
• Stability advances in robust portfolio optimization under parallelepiped uncertainty
• Stochastic goal programming: A mean-variance approach
• Synchronous approach in interactive multiobjective optimization
• The weighted sum method for multi-objective optimization: new insights

Cited in

(1)

• Improving portfolio liquidity

Describes a project that uses

Uses Software

• NIMBUS

This page was built for publication: Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2673301)