Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange
From MaRDI portal
Publication:2673301
DOI10.1007/S10100-020-00731-4OpenAlexW3120874133MaRDI QIDQ2673301FDOQ2673301
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
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
- Multiple criteria optimization: State of the art annotated bibliographic surveys
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multi-objective stochastic programming for portfolio selection
- Multiobjective optimization. Interactive and evolutionary approaches
- Title not available (Why is that?)
- A review of goal programming and its applications
- Handbook of multicriteria analysis
- The weighted sum method for multi-objective optimization: new insights
- Portfolio performance measurement using differential evolution
- A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems
- Stochastic goal programming: A mean-variance approach
- Synchronous approach in interactive multiobjective optimization
- Paul Wilmott introduces quantitative finance. With CD-ROM
- Title not available (Why is that?)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty
- Title not available (Why is that?)
- An adaptation of PRIAM to multiobjective linear programming
- Title not available (Why is that?)
Cited In (1)
Uses Software
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)