scientific article; zbMATH DE number 3889218
From MaRDI portal
Publication:3221704
Recommendations
Cited in
(23)- An MCDM approach to portfolio optimization.
- Multiple criteria linear programming model for portfolio selection
- Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- A formulation of portfolio selection problem with multiple criteria
- Constrained multicriteria sorting method applied to portfolio selection
- Fractional optimization for a portfolio selection problem
- Criteria, models and strategies in portfolio selection
- scientific article; zbMATH DE number 4143730 (Why is no real title available?)
- Choice is a value statement. On inferring optimal multiple attribute portfolios from non-optimal nominations
- scientific article; zbMATH DE number 1149854 (Why is no real title available?)
- A multi‐criterion approach for selecting attractive portfolio
- Using attribute trade-off information in investment
- A python-based multicriteria portfolio selection DSS
- Nonadditive multiattribute utility functions for portfolio decision analysis
- Behavioral optimization models for multicriteria portfolio selection
- Multi-criterion approach versus Markowitz in selection of the optimal portfolio
- Portfolio Selection: A Compromise Programming Solution
- Multi-Attribute Portfolio Selection: New Perspectives
- Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
- Bi-objective reliability based optimization: an application to investment analysis
- Portfolio selection subject to growth objectives
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3221704)