Constrained multicriteria sorting method applied to portfolio selection

DOI10.1007/978-3-642-24873-3_25MaRDI QIDQ3095313zbMATH OpenOpenAlexFDO

Authors Jun Zheng, Olivier Cailloux, Vincent Mousseau

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

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)

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