A formulation of portfolio selection problem with multiple criteria

DOI10.1002/MCDA.379zbMATH Open1205.90191OpenAlexW2028131609MaRDI QIDQ3074963FDOQ3074963

Authors: Marina V. Polyashuk 

Publication date: 10 February 2011

Published in: Journal of Multi-Criteria Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mcda.379

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zbMATH Keywords

portfolio selectionmultiple criteria decision making

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Portfolio theory (91G10)

Cites Work

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Cited In (2)

• A python-based multicriteria portfolio selection DSS
• A multi‐criterion approach for selecting attractive portfolio

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