An integrated approach for stock evaluation and portfolio optimization
From MaRDI portal
Publication:2903132
DOI10.1080/02331934.2011.644285zbMath1245.91091MaRDI QIDQ2903132
Publication date: 23 August 2012
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2011.644285
90C29: Multi-objective and goal programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
91G80: Financial applications of other theories
91G10: Portfolio theory
Related Items
Multiple criteria decision aiding for finance: an updated bibliographic survey, Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence, Matrix representation of a binary relation using fuzzy and artificial learning theory. An algorithm which uses the potential functions learning rule
Uses Software
Cites Work
- Unnamed Item
- A fuzzy extension of Saaty's priority theory
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- A visual interactive method for solving the multiple criteria problem
- Fuzzy hierarchical analysis
- The concept of a linguistic variable and its application to approximate reasoning. I
- The concept of a linguistic variable and its application to approximate reasoning. II
- Financial modelling: Where to go? With an illustration for portfolio management
- An interactive procedure for multiple objective integer linear programming problems
- Portfolio selection using the ADELAIS multiobjective linear programming system
- Multiple criteria decision making combined with finance: a categorized bibliographic study.
- An MCDM approach to portfolio optimization.
- An interactive reference point approach for multiobjective mixed-integer programming using branch-and-bound
- Heuristics for cardinality constrained portfolio optimization
- Multiple criteria linear programming model for portfolio selection
- Combined forecasts in portfolio optimization: a generalized approach
- The ``Light Beam Search approach. -- An overview of methodology and applications
- Some experiments in Tchebycheff-based approaches for interactive multiple objective decision making
- Conditional value at risk and related linear programming models for portfolio optimization
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Fuzzy stock selection using a new fuzzy ranking and weighting algorithm
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach
- A Reference Direction Algorithm for Solving Multiple Objective Integer Linear Programming Problems
- A naïve approach for solving MCDM problems: the GUESS method
- Multi‐criteria decision aid in financial decision making: methodologies and literature review
- An interactive weighted Tchebycheff procedure for multiple objective programming
- Interactive bundle-based method for nondifferentiable multiobjeective optimization: nimbus§
- Mean-risk models using two risk measures: a multi-objective approach
