Constrained multicriteria sorting method applied to portfolio selection

DOI10.1007/978-3-642-24873-3_25zbMATH Open1233.90288OpenAlexW1536649295MaRDI QIDQ3095313FDOQ3095313

Vincent Mousseau, Olivier Cailloux, Jun Zheng

Publication date: 28 October 2011

Published in: Algorithmic Decision Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-24873-3_25

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zbMATH Keywords

portfolio selectionpreference elicitationmulticriteria decision aiding

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90) Portfolio theory (91G10)

Cited In (5)

• An interactive algorithm for multiple criteria constrained sorting problem
• A bicriteria approach identifying nondominated portfolios
• Interactive portfolio selection involving multicriteria sorting models
• A python-based multicriteria portfolio selection DSS
• Post factum analysis for robust multiple criteria ranking and sorting

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