Multiple criteria decision aiding for finance: an updated bibliographic survey
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Publication:319984
DOI10.1016/J.EJOR.2015.05.032zbMATH Open1346.91274OpenAlexW252709356MaRDI QIDQ319984FDOQ319984
Stavroula Sarri, Emilios Galariotis, Kostas Andriosopoulos, Michael Doumpos, Constantin Zopounidis
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.05.032
Decision theory (91B06) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80)
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Cited In (34)
- Intelligent decision aiding systems based on multiple criteria for financial engineering
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
- Conditional gradient method for vector optimization
- Operational research and artificial intelligence methods in banking
- An intuition-based evaluation framework for social credit applications
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- A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
- On analyzing and detecting multiple optima of portfolio optimization
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- Multi‐criteria decision aid in financial decision making: methodologies and literature review
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- A linear programming approach for learning non-monotonic additive value functions in multiple criteria decision aiding
- Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective
- Health insurance risk assessment using cognitive mapping and multiple‐criteria decision analysis
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- New decision-making techniques and their application in the selection of financial products
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models
- Goal-based investing based on multi-stage robust portfolio optimization
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