scientific article; zbMATH DE number 3648409

MaRDI QIDQ3206638zbMATH OpenFDO

Authors Gerard Colson, Milan Zeleny

Publication date 1980

zbMATH Keywords

multiple criteria decision makingportfolio analysisrisk theorystochastic dominanceuncertain prospects ranking

Mathematics Subject Classification ID

Operations research and management science (90B99) Sensitivity, stability, parametric optimization (90C31) Applications of mathematical programming (90C90) Decision theory (91B06) Individual preferences (91B08) Mathematical economics (91B99)

Cited in

(6)

• Risk as a primitive: a survey of measures of perceived risk
• A multi-stage multi criteria model for portfolio management
• Portfolio construction on the Athens stock exchange: a multiobjective optimization approach
• On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
• Equity portfolio construction and selection using multiobjective mathematical programming

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